Directional Congestion and Regime Switching in a Long Memory Model for Electricity Prices
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More about this item
KeywordsReal Business Cycle Models; Underground Economy;
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
- E26 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - Informal Economy; Underground Economy
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2005-10-29 (All new papers)
- NEP-DGE-2005-10-29 (Dynamic General Equilibrium)
- NEP-MAC-2005-10-29 (Macroeconomics)
- NEP-PBE-2005-10-29 (Public Economics)
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