Stochastic Volatility in the U.S. Labor Market
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More about this item
Keywords
Dynamic Correlation; Multivariate GARCH; Stochastic Volatility;All these keywords.
JEL classification:
- E30 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - General (includes Measurement and Data)
- J60 - Labor and Demographic Economics - - Mobility, Unemployment, Vacancies, and Immigrant Workers - - - General
- C30 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - General
NEP fields
This paper has been announced in the following NEP Reports:- NEP-LAB-2012-12-15 (Labour Economics)
- NEP-MAC-2012-12-15 (Macroeconomics)
- NEP-ORE-2012-12-15 (Operations Research)
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