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Project

Measuring and explaining output volatility: International versus domestic sources   

Macroeconomic fluctuations entail important consequences for the well-being of individuals and the growth of economies. The aim of this project is to obtain a better understanding of the determinants of the volatility of aggregate economic fluctuations, starting from its marked global decline since the mid 1980s known as the ‘Great Moderation’. Ultimately, conclusions will be used to advice policy makers.    

Date:1 Oct 2016 →  30 Sep 2021
Keywords:Aggregate volatility, Bayesian analysis, factor models, ‘Great Moderation’
Disciplines:Applied economics, Macroeconomics and monetary economics, Economic history, Tourism, Microeconomics