Why have business cycle fluctuations become less volatile?
By A. Arias, Gary D. Hansen, Lee E. Ohanian. 2006
125 citations recorded by the source corpus.
Subfields: Economics and Econometrics
View Paper: https://www.semanticscholar.org/paper/3efb49085026cac354726350c6fb082ee6bdfb5b
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Economics and Econometrics
Citations in the corpus
- Financial Innovations and Macroeconomic Volatility (2006, unknown): “Arias, Hansen & Ohanian (2006) and Justiniano & Primiceri (2006) consider the possibility of changes in the volatility of various exogenous shocks while Campbell & Hercowitz (2005) study the changes in the mortgage market and the demand for residential investment.”
- Has the Fed Been a Failure (2012, unknown): “…McConnell and Perez-Quiros (2000), Ahmed et al. (2004), Alcala and Sancho (2004), Irvine and Schuh (2005), Dynan et al. (2006), Sims and Zha (2006), Arias et al. (2007), Leduc and Sill (2007), Davis and Kahn (2008), Jaimovich and Siu (2009), Liu et al. (2009), FernándezVillaverde et al. (2010),…”
- The "great moderation'' and the US external imbalance (2006, methodology): “The left panel reports the pattern of the conditional volatility obtained estimating a simple GARCH model on the time series for US GDP and shows how around 1984 estimates of the instantaneous conditional business cycles volatility fell quite sharply.(3) The right panel shows how the US external imb”