Inventory

Asymmetry, Persistence and Volatility in Economic Variables

University

Universidad Carlos III De Madrid

department

Economics

Research Field(s)

Economics, Econometrics

Key Words

Persistency (dependence, long memory, co-integration), Non-linearity (Asymetries), Risk (Volatility), Economic Models with Thresholds, Economies with Search Frictions (a theoretical and quantitative macroeconomic analysis of the labor market), Causality and Prediction, etc.

Contact Name(s)

Contact Email(s)

Link(s)

https://www.uc3m.es/research-groups/asymmetry-persistence-volatility-economic-variables