Accounting for Macrofinancial Fluctuations and Turbulence /

This paper investigates the sources of macrofinancial fluctuations and turbulence within the framework of an approximate linear dynamic stochastic general equilibrium model of the world economy, augmented with structural shocks exhibiting potentially asymmetric generalized autoregressive conditional...

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Bibliographic Details
Main Author: Vitek, Francis
Format: Journal
Language:English
Published: Washington, D.C. : International Monetary Fund, 2018.
Series:IMF Working Papers; Working Paper ; No. 2018/238
Online Access:Full text available on IMF