A Monthly Volatility Index for the US Real Economy
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Publisher
Elsevier BV
Reference36 articles.
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1. Infinite-variance, alpha-stable shocks in monetary SVAR;International Review of Applied Economics;2012-11
2. Leverage as a predictor for real activity and volatility;Journal of Economic Dynamics and Control;2012-08
3. Infinite-Variance, Alpha-Stable Shocks in Monetary SVAR: Final Working Paper Version;SSRN Electronic Journal;2011
4. Short-term monitoring of the Spanish government balance;SERIEs;2010-01-21
5. Short-Term Monitoring of the Spanish Government Balance with Mixed-Frequencies Models;SSRN Electronic Journal;2010
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