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University of San Francisco - Department of Economics
Roy's identity, Inter-temporal consumption
VEC-GARCH-in-Mean; BEKK Model; Mean and Volatility Spillovers; Structural Breaks
CFS Divisia Monetary Aggregates; Markov Regime-Switching; Money Growth Volatility
Weak separability; Minflex Laurent functional form; Markov regime switching
Oil price uncertainty, Real options, GARCH-in-Mean VAR, Markov switching
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Minflex Laurent flexible form; Markov regime switching; GARCH; BEKK
Minflex Laurent Functional Form; Markov Regime Switching; GARCH; BEKK; Volatility Impulse Response Functions
Flexible functional forms; Demand systems; Volatility
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