Search Results for stochastic volatility

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Using monthly data for a set of variables, we examine the out-of-sample performance of various...

The recent relatively high levels of global oil prices have led to a significant improvement in...

This paper incorporates market-based inflation expectations to the growing literature on trend...

Since the turn of the century, aid flows to Africa have increased on average and become more...

We develop a tractable way to solve for equilibrium quantities and asset prices in a class of...

We study the impact of a minimum wage on business cycle volatility, depending upon its coverage...