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dc.contributor.authorChen, Wenjuanen
dc.date.accessioned2011-09-30-
dc.date.accessioned2012-04-05T16:12:20Z-
dc.date.available2012-04-05T16:12:20Z-
dc.date.issued2011-
dc.identifier.urihttp://hdl.handle.net/10419/56630-
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 confirm that the recent financial crisis did cause a simultaneous high-volatility period among the G7 countries. However, the financial 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.en
dc.language.isoengen
dc.publisher|aHumboldt University of Berlin, Collaborative Research Center 649 - Economic Risk |cBerlinen
dc.relation.ispartofseries|aSFB 649 Discussion Paper |x2011-060en
dc.subject.jelE20en
dc.subject.jelF01en
dc.subject.jelG01en
dc.subject.jelN10en
dc.subject.ddc330en
dc.subject.keywordoutput fluctuationsen
dc.subject.keywordfinancial crisisen
dc.subject.keywordregime switchingen
dc.subject.stwKonjunkturen
dc.subject.stwG-7-Staatenen
dc.subject.stwFinanzmarktkriseen
dc.subject.stwWelten
dc.titleOn the continuation of the great moderation: New evidence from G7 countries-
dc.typeWorking Paperen
dc.identifier.ppn669220574en
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungenen

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