Beijing
China
Capital University of Economics and Business
Financial Conditions; Uncertainty; Macroeconomic Tail Risks.
Stock Price Volatility, Uncertainty, Business Cycle, Economic Activity
asymmetric business cycle, uncertainty, unobserved component, trend cycle decomposition, Bayesian MCMC.
Trend-cycle Decomposition; Phillips Curve; Potential Output
stochastic frontier models; dynamic panels; individual heterogeneity