Lévy-stable distribution in economics
published: Oct. 15, 2008, recorded: September 2008, views: 1489
Report a problem or upload filesIf you have found a problem with this lecture or would like to send us extra material, articles, exercises, etc., please use our ticket system to describe your request and upload the data.
Enter your e-mail into the 'Cc' field, and we will keep you updated with your request's status.
In this lecture I will provide an assessment of the role played by the class of Lévy-stable distributions in modern macroeconomics and econometrics. Some emphasis will be put on the distributional features of sectoral-level productivity growth rates, and their implications for macroeconomic theory.
Download slides: ephdcs08_gaffeo_lsdie_01.pdf (767.8 KB)
Download slides: ephdcs08_gaffeo_lsdie_01.ppt (1.5 MB)
Link this pageWould you like to put a link to this lecture on your homepage?
Go ahead! Copy the HTML snippet !