Stochastic Volatility, Long Run Risks, and Aggregate Stock Market Fluctuations
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References listed on IDEAS
- Nathan S. Balke & Mark E. Wohar, 2002.
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- Stefan Avdjiev, 2016.
"News Driven Business Cycles and Data on Asset Prices in Estimated DSGE Models,"
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Keywordsasset pricing; stochastic volatility; long-run risks; Bayesian MCMC Methods;
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