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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
  • Summary, etc....hnology and nontechnology shocks to the changin......ed to identify technology shocks in line with G....... We find that technology shocks are responsibl......tributed to nontechnology shocks. The driving force behind the...
  • Subject Heading...tic volatility Technology shocks

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....hnology and nontechnology shocks. Our main find......uted to the nontechnology shocks. Thirdly, the correlation amo...
  • Subject HeadingJapanese economy Great moderation time varying coefficients stochastic volatility technology shocks

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