Fortune or Virtue: Time Variant Volatilities versus Parameter Drifting in U.S. Data

Juan F Rubio-Ramirez, Jesus Fernandez-Villaverde and Pablo Guerron

No 270, 2010 Meeting Papers from Society for Economic Dynamics

Abstract: policy rules during Volckers tenure as Chairman of the Fed. At the same time, we document how good volatility shocks played an important role in the great performance of the economy during the 1990s.

Date: 2010
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Citations: View citations in EconPapers (23)

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Related works:
Working Paper: Fortune or Virtue: Time-Variant Volatilities Versus Parameter Drifting in U.S. Data (2010)
Working Paper: Fortune or Virtue: Time-Variant Volatilities Versus Parameter Drifting in U.S. Data (2010)
Working Paper: Fortune or Virtue: Time-Variant Volatilities Versus Parameter Drifting in U.S. Data (2010)
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