A re-examination of growth and growth uncertainty relationship in a stochastic volatility in the mean model with time-varying parameters
Mehmet Balcilar, Zeynel Abidin Ozdemir
| Year of publication: |
2020
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|---|---|
| Authors: | Balcilar, Mehmet ; Ozdemir, Zeynel Abidin |
| Published in: |
Empirica : journal of european economics. - Dordrecht [u.a.] : Springer Science + Business Media B.V., ISSN 1573-6911, ZDB-ID 1478725-8. - Vol. 47.2020, 3, p. 611-641
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| Subject: | Output growth | Output growth uncertainty | Nonlinearity | State-space | Wirtschaftswachstum | Economic growth | Risiko | Risk | Volatilität | Volatility | Bruttoinlandsprodukt | Gross domestic product | Theorie | Theory | ARCH-Modell | ARCH model | Schätzung | Estimation | Zustandsraummodell | State space model | Nichtlineare Regression | Nonlinear regression |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10663-019-09445-6 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012289234