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2011-09-30Diskussionspapier DOI: 10.18452/4348
On the Continuation of the Great Moderation
dc.contributor.authorChen, Wenjuan
dc.date.accessioned2017-06-16T00:28:01Z
dc.date.available2017-06-16T00:28:01Z
dc.date.created2011-10-05
dc.date.issued2011-09-30
dc.date.submitted2011-09-30
dc.identifier.issn1860-5664
dc.identifier.urihttp://edoc.hu-berlin.de/18452/5000
dc.description.abstractThis paper employs a Markov regime-switching approach to investigate whether the Great Moderation is over since the start of the late 2000s recession. The results con rm that the recent nancial crisis did cause a simultaneous high-volatility period among the G7 countries. However, the nancial crisis may not mark the end of the Great Moderation. There is strong evidence that each G7 country has again returned to the low-variance state since 2009 or the beginning of 2010.eng
dc.language.isoeng
dc.publisherHumboldt-Universität zu Berlin, Wirtschaftswissenschaftliche Fakultät
dc.rights.urihttp://rightsstatements.org/vocab/InC/1.0/
dc.subjectOutput Fluctuationseng
dc.subjectFinancial crisiseng
dc.subjectRegime switchingeng
dc.subject.ddc330 Wirtschaft
dc.titleOn the Continuation of the Great Moderation
dc.typeworkingPaper
dc.identifier.urnurn:nbn:de:kobv:11-100194062
dc.identifier.doihttp://dx.doi.org/10.18452/4348
local.edoc.pages28
local.edoc.type-nameDiskussionspapier
local.edoc.container-typeseries
local.edoc.container-type-nameSchriftenreihe
local.edoc.container-year2011
dc.title.subtitleNew evidence from G7 Countries
dc.identifier.zdb2195055-6
bua.series.nameSonderforschungsbereich 649: Ökonomisches Risiko
bua.series.issuenumber2011,60

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