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Publication Year:
2016
Tags:
Heteroscedasticity
Vito Polito
;
Peter Spencer
Optimal Control of Heteroscedastic Macroeconomic Models (replication data)
This paper analyses the implications of heteroscedasticity for optimal macroeconomic policy and welfare. We find that changes in the variance structure driven by exogenous...
DOI:10.15456/jae.2022326.0700102227
TXT
