Essays about: "Giovanni Sciacovelli"

Found 1 essay containing the words Giovanni Sciacovelli.

  1. 1. On the Sources of the Great Moderation in Italy - A Time Varying VAR Approach

    University essay from Handelshögskolan i Stockholm/Institutionen för nationalekonomi

    Author : Giovanni Sciacovelli; [2018]
    Keywords : Bayesian Estimation; Great Moderation; Italy; Time Varying Parameters; Vector Autoregression Analysis;

    Abstract : The Great Moderation, a long-lasting period of reduced fluctuations in key macroeconomic variables, has attracted the attention of many scholars because of the positive outcomes associated with low volatility. The aim of these studies has mainly been to identify the ultimate source of this phenomenon. READ MORE