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The Great Moderation: Updated Evidence with Joint Tests for Multiple Structural Changes in Variance and Persistence

The Great Moderation: Updated Evidence with Joint Tests for Multiple Structural Changes in Variance and Persistence
Digital文書・図像類
Perron, Pierre, 山本, 庸平Hitotsubashi Institute for Advanced Study, Hitotsubashi University2019-09
Available onlineOther Libraries in Japan
  • Summary, etc....ence about the Great Moderation using a compre......ence about the Great Moderation, i.e., a struc...... a part of the Great Moderation can be viewed ...... source of the Great Moderation, which continues even after t...
  • Subject Headingthe Great Moderation the Great Recession multiple ...

The Great Moderation in the Japanese Economy

The Great Moderation in the Japanese Economy
Digital文書・図像類
Ko, Jun-Hyung, Murase, KoichiResearch Center for Price Dynamics, Institute of Economic Research, Hitotsubashi University2012-05
Available onlineOther Libraries in Japan
  • Subject HeadingJapanese economy Great Moderation Time-varying parameter VAR St...

The Great Moderation in the Japanese Economy

The Great Moderation in the Japanese Economy
Paper文書・図像類
Ko, Jun-Hyung, Murase, KoichiResearch Center for Price Dynamics, Institute of Economic Research, Hitotsubashi University2010-07
Other Libraries in Japan
  • Summary, etc....istence of the Great Moderation phenomenon in ......wever, Japan’s Great Moderation is not persist......olatility: the Great Moderation in 1970s and the great volati...
  • Subject HeadingJapanese economy Great moderation time varying coefficients sto...

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