Cross-country evidence on output growth volatility : nonstationary variance and GARCH models
Year of publication: |
Apr. 2007
|
---|---|
Other Persons: | Fang, Wen-shwo (contributor) ; Miller, Stephen M. (contributor) ; Lee, ChunShen (contributor) |
Publisher: |
Storrs, Conn. : Univ. of Connecticut, Dep. of Economics |
Subject: | Bruttoinlandsprodukt | Gross domestic product | Volatilität | Volatility | Strukturbruch | Structural break | ARCH-Modell | ARCH model | Zeitreihenanalyse | Time series analysis | Großbritannien | United Kingdom | Japan | Kanada | Canada | USA | United States | 1957-2006 |
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