Accounting for Macrofinancial Fluctuations and Turbulence

Accounting for Macrofinancial Fluctuations and Turbulence
This paper investigates the sources of macrofinancial fluctuations and turbulence within the framework of an approximate linear dynamic stochastic general equilibrium model of the world economy, augmented with structural shocks exhibiting potentially asymmetric generalized autoregressive conditional heteroskedasticity. Very strong evidence of... READ MORE...

Publication date: November 2018
ISBN 9781484381571
$18.00

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