IDENTIFYING THE ROLE OF RISK SHOCKS IN THE BUSINESS CYCLE USING STOCK PRICE DATA

Author:

ALPANDA SAMI

Publisher

Wiley

Subject

Economics and Econometrics,General Business, Management and Accounting

Reference63 articles.

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2. “Oil Crisis, Energy-Saving Technological Change, and the Stock Market Crash of 1973-74.”;Alpanda;Review of Economic Dynamics,2010

3. “Bayesian Analysis of DSGE Models.”;An;Econometric Reviews,2007

4. Avdjiev , S. N. S. Balke “Time-varying Volatility, Time-varying Risk Aversion, and Asset Price Movements: A State Space Decomposition.” 2009

5. “Large Bayesian Vector Auto Regressions.”;Banburra;Journal of Applied Econometrics,2010

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