Comment on "[sigma]: The long and short of it"
Journal of Macroeconomics, 2008, vol. 30, issue 2, 687-690
I comment on some of the issues discussed by Robert Chirinko (Chirinko, R.S., 2008. [sigma]: The long and short of it. Journal of Macroeconomics 30 (2), 671-686). I also offer some additional evidence and discuss the theoretical implications of the empirical findings regarding [sigma].
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Persistent link: http://EconPapers.repec.org/RePEc:eee:jmacro:v:30:y:2008:i:2:p:687-690
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