Search Results - subject:"Markov switching ARCH models"

Does Energy Consumption Volatility Affect Real GDP Volatility? An Empirical Analysis for the UK

Rashid, Abdul; Kocaaslan, Ozge Kandemir - Volkswirtschaftliche Fakultät, … - 2013

This paper empirically examines the relation between energy consumption volatility and unpredictable variations in real gross domestic product (GDP) in the UK. Estimating the Markov switching ARCH model we find a significant regime switching in the behavior of both energy consumption and GDP...

Persistent link: https://www.econbiz.de/10011110308

Does Energy Consumption Volatility Affect Real GDP Volatility? An Empirical Analysis for the UK

Rashid, Abdul; Kocaaslan, Ozge Kandemir - In: International Journal of Energy Economics and Policy 3 (2013) 4, pp. 384-384

Persistent link: https://www.econbiz.de/10010701189

Does energy consumption volatility affect real GDP volatility? : an empirical analysis for the UK

Rashid, Abdul; Kandemir Kocaaslan, Ozge - In: International Journal of Energy Economics and Policy : IJEEP 3 (2013) 4, pp. 384-394

Persistent link: https://www.econbiz.de/10010233929