The Great Moderation and the Relationship between Output Growth and Its Volatility
Year of publication: |
2007-03
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Authors: | Miller, Stephen M. ; Fang, WenSho |
Institutions: | Department of Economics, University of Connecticut |
Subject: | Great Moderation | economic growth and volatility | structural change in variance | IGARCH |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Published in Southern Economic Journal, January 2008 The price is Free Number 2007-04 35 pages |
Classification: | C32 - Time-Series Models ; E32 - Business Fluctuations; Cycles ; O40 - Economic Growth and Aggregate Productivity. General |
Source: |
-
The Great Moderation and the Relationship between Output Growth and Its Volatility
Fang, WenSho, (2007)
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Output Growth and Its Volatility: The Gold Standard through the Great Moderation
Fang, WenShwo, (2012)
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Output Growth and Its Volatility: The Gold Standard through the Great Moderation
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Target Controllability and Time Consistency: Complement to the Tinbergen Rule
Yuan, Huiping, (2013)
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Output Growth and Its Volatility: The Gold Standard through the Great Moderation
Fang, WenShwo, (2012)
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Banking Market Structure, Liquidity Needs, and Industrial Growth Volatility
Huang, Ho-Chuan, (2012)
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