Open AccessFortune or Virtue: Time-Variant Volatilities Versus Parameter Drifting in U.S. Data
Author(s) -
Jesús FernándezVillaverde,
Pablo Guerrón-Quintana,
Juan Francisco Rubio-Ramı́rez
Publication year - 2010
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.1590992
Subject(s) - great moderation , dynamic stochastic general equilibrium , economics , stochastic volatility , monetary policy , business cycle , volatility (finance) , econometrics , taylor rule , bayesian probability , monetary economics , keynesian economics , central bank , computer science , artificial intelligence
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