DukeSpace

Browsing by Subject "volatility"

DukeSpace

Browsing by Subject "volatility"

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  • Reading the Recent Monetary History of the United States, 1959-2007
    Rubio-Ramirez, Juan F. (FEDERAL RESERVE BANK ST LOUIS, 2010)
    In this paper the authors report the results of the estimation of a rich dynamic stochastic general equilibrium (DSGE) model of the U.S. economy with both stochastic volatility and parameter drifting in the Taylor rule. ...
  • Volatility and Uncertainty in Environmental Policy
    Maniloff, Peter (2013)
    <p>Environmental policy is increasingly implemented via market mechanisms. While this is in many ways a great success for the economics profession, a number of questions remain. In this dissertation, I empirically explore ...