Using time-varying VARs to diagnose the source of ‘Great Moderations’: a Monte Carlo analysis
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- Alex Brazier & Richard Harrison & Mervyn King & Tony Yates, 2008.
"The Danger of Inflating Expectations of Macroeconomic Stability: Heuristic Switching in an Overlapping-Generations Monetary Model,"
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- James H. Stock & Mark W. Watson, 2003. "Has the Business Cycle Changed and Why?," NBER Chapters,in: NBER Macroeconomics Annual 2002, Volume 17, pages 159-230 National Bureau of Economic Research, Inc.
- Giorgio E. Primiceri, 2005. "Time Varying Structural Vector Autoregressions and Monetary Policy," Review of Economic Studies, Oxford University Press, vol. 72(3), pages 821-852.
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"Learning and time-varying macroeconomic volatility,"
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- Luca Benati & Paolo Surico, 2006. "The Great Moderation and the â€˜Bernanke Conjectureâ€™," Computing in Economics and Finance 2006 158, Society for Computational Economics.
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