Macroeconomic uncertainty, inflation and growth : regime-dependent effects in the G7
Year of publication: |
2013
|
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Authors: | Neanidis, Kyriakos C. ; Savva, Christos S. |
Published in: |
Journal of macroeconomics. - Amsterdam [u.a.] : Elsevier, ISSN 0164-0704, ZDB-ID 796245-9. - Vol. 35.2013, p. 81-92
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Subject: | Inflation | Output growth | Uncertainty | Nonlinearity | Regimes | EGARCH model | Risiko | Risk | ARCH-Modell | ARCH model | Wirtschaftswachstum | Economic growth | Bruttoinlandsprodukt | Gross domestic product | Volatilität | Volatility |
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