What's so Great about the Great Moderation? A Multi-Country Investigation of Time-Varying Volatilities of Output Growth and Inflation
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Cited by:
- María Dolores Gadea & Ana Gómez‐Loscos & Gabriel Pérez‐Quirós, 2018.
"Great Moderation And Great Recession: From Plain Sailing To Stormy Seas?,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 59(4), pages 2297-2321, November.
- Ana gomez-Loscos & M. Dolores Gadea (Universidad de Zaragoza) & Gabriel Perez-Quiros (Bank of Spain), 2015. "Great Moderation and Great Recession. From plain sailing to stormy seas?," EcoMod2015 8267, EcoMod.
- Gadea Rivas, Maria Dolores & Gómez Loscos, Ana & Pérez-Quirós, Gabriel, 2014.
"The Two Greatest. Great Recession vs. Great Moderation,"
CEPR Discussion Papers
10092, C.E.P.R. Discussion Papers.
- María Dolores Gadea-Rivas & Ana Gómez-Loscos & Gabriel Pérez-Quirós, 2014. "The two greatest. Great recession vs. great moderation," Working Papers 1423, Banco de España;Working Papers Homepage.
- Benjamín García, 2016. "Zero Lower Bound Risk and Long-Term Inflation in a Time Varying Economy," Working Papers Central Bank of Chile 796, Central Bank of Chile.
- Valcarcel, Victor J. & Wohar, Mark E., 2013. "Changes in the oil price-inflation pass-through," Journal of Economics and Business, Elsevier, vol. 68(C), pages 24-42.
More about this item
Keywords
The Great Moderation; The Postwar Moderation; stochastic volatility; permanent-transitory shock decompositions; Markov Chain Monte Carlo; structural vector autoregressions.;JEL classification:
- E30 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - General (includes Measurement and Data)
- E31 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Price Level; Inflation; Deflation
- E65 - Macroeconomics and Monetary Economics - - Macroeconomic Policy, Macroeconomic Aspects of Public Finance, and General Outlook - - - Studies of Particular Policy Episodes
NEP fields
This paper has been announced in the following NEP Reports:- NEP-MAC-2012-03-08 (Macroeconomics)
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