Staff Report 538

Appendix for Financial Frictions and Fluctuations in Volatility

Cristina Arellano | Assistant Director and Monetary Advisor
Yan Bai
Patrick J. Kehoe | Stanford University, University College London, Federal Reserve Bank of Minneapolis

Revised November 27, 2018

Abstract
RELATED PAPER: Staff Report 466: Financial Frictions and Fluctuations in Volatility


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