Cross-Country Evidence on Output Growth Volatility: Nonstationary Variance and GARCH Models
Year of publication: |
2007-04
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Authors: | Miller, Stephen M. ; Fang, WenShwo ; Lee, ChunShen |
Institutions: | Department of Economics, University of Connecticut |
Subject: | Nonstationary variance | the Great Moderation | real GDP growth and volatility | modified ICSS algorithm | IGARCH effect |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Published in Scottish Journal of Political Economy, September 2008 The price is Free Number 2007-20 47 pages |
Classification: | C32 - Time-Series Models ; E32 - Business Fluctuations; Cycles ; O40 - Economic Growth and Aggregate Productivity. General |
Source: |
-
Cross-Country Evidence on Output Growth Volatility: Nonstationary Variance and GARCH Models
Fang, WenShwo, (2007)
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The Great Moderation: Evidence from Five Asian Emerging Countries
Fang, WenShow, (2011)
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Modeling the Volatility of Real GDP Growth: The Case of Japan Revisited
Fang, WenShwo, (2009)
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Fang, WenShwo, (2009)
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The Great Moderation Flattens Fat Tails: Disappearing Leptokurtosis
Fang, WenShwo, (2008)
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Output Growth and Its Volatility: The Gold Standard through the Great Moderation
Fang, WenShwo, (2012)
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