Stochastic Volatility and DSGE Models
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- Frank Schorfheide & Dongho Song & Amir Yaron, 2013.
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More about this item
KeywordsGreat Moderation; Productivity shocks; and Time-varying coe¢ cients;
- E10 - Macroeconomics and Monetary Economics - - General Aggregative Models - - - General
- E30 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - General (includes Measurement and Data)
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2009-07-11 (All new papers)
- NEP-BEC-2009-07-11 (Business Economics)
- NEP-DGE-2009-07-11 (Dynamic General Equilibrium)
- NEP-ECM-2009-07-11 (Econometrics)
- NEP-ETS-2009-07-11 (Econometric Time Series)
- NEP-MAC-2009-07-11 (Macroeconomics)
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