@techreport{NBERw12022,
 title = "The Time Varying Volatility of Macroeconomic Fluctuations",
 author = "Alejandro Justiniano and Giorgio E. Primiceri",
 institution = "National Bureau of Economic Research",
 type = "Working Paper",
 series = "Working Paper Series",
 number = "12022",
 year = "2006",
 month = "February",
 URL = "http://www.nber.org/papers/w12022",
}