The great moderation : A case for Germany
碩士 === 國立中山大學 === 經濟學研究所 === 101 === In this paper, we employ Markov Switching Model in Summers（2009） to document a structural date in the volatility of Germany GDP growth. Moreover, we use a Time Varying Structural VAR with stochastic volatility model in Primiceri (2005) to examine the main causes...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2013
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| Online Access: | http://ndltd.ncl.edu.tw/handle/05688156160273448692 |