International spillovers of output growth and output growth volatility : evidence from the G7
Year of publication: |
2012
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Authors: | Antonakakis, Nikolaos ; Badinger, Harald |
Published in: |
International economic journal. - Abingdon : Routledge, ISSN 1016-8737, ZDB-ID 902866-3. - Vol. 26.2012, 4, p. 635-653
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Subject: | Business cycle transmission | spillover | multivariate GARCH | volatility impulse response | Volatilität | Volatility | Konjunkturzusammenhang | Business cycle synchronization | ARCH-Modell | ARCH model | Schätzung | Estimation | Wirtschaftswachstum | Economic growth | G7-Staaten | G7 countries | Nationaleinkommen | National income | Zeitreihenanalyse | Time series analysis | Spillover-Effekt | Spillover effect |
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