International output and inflation uncertainty and their impact on countries' macroeconomic performance : evidence from a dynamic factor GARCH-in-mean model
Tino Berger, Sibylle Grabert
| Year of publication: |
July 2018
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|---|---|
| Authors: | Berger, Tino ; Grabert, Sibylle |
| Published in: |
Macroeconomic dynamics. - Cambridge : Cambridge Univ. Press, ISSN 1365-1005, ZDB-ID 1412233-9. - Vol. 22.2018, 5, p. 1113-1133
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| Subject: | Uncertainty | Dynamic Factor Models | GARCH-in-mean | Inflation | ARCH-Modell | ARCH model | Risiko | Risk | Volatilität | Volatility | Bruttoinlandsprodukt | Gross domestic product | Wirtschaftswachstum | Economic growth | Welt | World | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/S1365100516000596 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011916919