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The Analysis of the Great Moderation in France

The Great Moderation means the reduction in the volatility of aggregate economic activity and here we use GDP growth rate to stand for economic activity. In this paper, we apply a Markov switching model to estimate the timing of the Great Moderation in France. Subsequently, by using a Time-varying structural vector autoregression model to determine which are the main variables that cause the reduction of French GDP growth rate and to see the relationship of these variables we choose.

Identiferoai:union.ndltd.org:NSYSU/oai:NSYSU:etd-0716112-205338
Date16 July 2012
CreatorsTsai, Pin-Chin
Contributorsnone, Yung-hsiang Ying, none
PublisherNSYSU
Source SetsNSYSU Electronic Thesis and Dissertation Archive
LanguageCholon
Detected LanguageEnglish
Typetext
Formatapplication/pdf
Sourcehttp://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0716112-205338
Rightsunrestricted, Copyright information available at source archive

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