The role of permanent and transitory components in business cycle volatility moderation

Oleg Korenok and Stanislav Radchenko ()

Empirical Economics, 2006, vol. 31, issue 1, 217-241

Keywords: Volatility decline; Great moderation; Transitory shocks; Asymmetry; Factor models; C5; E3 (search for similar items in EconPapers)
Date: 2006
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Working Paper: The role of permanent and transitory components in business cycle volatility moderation (2004)
Working Paper: The Role of Permanent and Transitory Components in Business Cycle Volatility Moderation (2004)
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DOI: 10.1007/s00181-005-0042-5

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