UK macroeconomic volatility: Historical evidence over seven centuries
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DOI: 10.1016/j.jpolmod.2018.04.002
Abstract: Breaking ground from all previous studies, we estimate a time-varying Vector Autoregression model that examines the time-period 1270–2016 — the entire economic history of the U.K. Focusing on permanent and transitory shocks in the economy,… read more here.
Keywords: volatility; macroeconomic volatility; time; historical evidence ... See more keywords