Exploring GDP growth volatility spillovers across countries
Year of publication: |
2020
|
---|---|
Authors: | Abosedra, Salah S. ; Araissi, Mahmoud ; Ben Sita, Bernard ; Mutshinda, Crispin |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 89.2020, p. 577-589
|
Subject: | GDP growth | Growth volatility | Spillover | Variance decomposition | Vector autoregression | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Wirtschaftswachstum | Economic growth | VAR-Modell | VAR model | Nationaleinkommen | National income | Bruttoinlandsprodukt | Gross domestic product | ARCH-Modell | ARCH model | Welt | World | Dekompositionsverfahren | Decomposition method | Konjunktur | Business cycle |
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