| 000 | 00000nam 2200000za 4500 |
| 001 | 9.825979 |
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| 003 | CaOODSP |
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| 005 | 20221107144500 |
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| 007 | cr ||||||||||| |
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| 008 | 161018s2016 onc ob f000 0 eng d |
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| 040 | |aCaOODSP|beng |
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| 041 | |aeng|bfre |
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| 043 | |an-cn--- |
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| 086 | 1 |aFB3-5/2016-45E-PDF |
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| 100 | 1 |aXu, Shaofeng. |
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| 245 | 10|aInterpreting volatility shocks as preference shocks |h[electronic resource] / |cby Shaofeng Xu. |
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| 260 | |a[Ottawa] : |bBank of Canada, |cc2016. |
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| 300 | |aii, 13 p. |
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| 490 | 1 |aStaff Working Paper, |x1701-9397 ; |v2016-45 |
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| 500 | |a"October 2016." |
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| 504 | |aIncludes bibliographical references. |
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| 520 | 3 |a"This paper examines the relationship between volatility shocks and preference shocks in an analytically tractable endogenous growth model with recursive preferences and stochastic volatility. I show that there exists an explicit mapping between volatilityshocks and preference shocks, and a rise in volatility generates the same impulse responses of macroeconomic aggregates as a negative preference shock"--Abstract. |
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| 546 | |aIncludes abstract in French. |
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| 692 | 07|2gccst|aMarkets |
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| 692 | 07|2gccst|aModelling |
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| 710 | 2 |aBank of Canada. |
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| 830 | #0|aStaff working paper (Bank of Canada)|x1701-9397 ; |v2016-45|w(CaOODSP)9.806221 |
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| 856 | 40|qPDF|s400 KB|uhttps://publications.gc.ca/collections/collection_2016/banque-bank-canada/FB3-5-2016-45-eng.pdf |
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