Showing 1 - 10 of 50
Persistent link: https://www.econbiz.de/10009708771
Persistent link: https://www.econbiz.de/10008747750
Persistent link: https://www.econbiz.de/10001209067
Persistent link: https://www.econbiz.de/10001227176
Persistent link: https://www.econbiz.de/10001764676
Persistent link: https://www.econbiz.de/10001676700
Persistent link: https://www.econbiz.de/10003090762
Persistent link: https://www.econbiz.de/10002215223
Persistent link: https://www.econbiz.de/10002758964
This study examines the effect of the Great Moderation on the relationship between U.S. output growth and its volatility over the period 1947 to 2006. First, we consider the possible effects of structural change in the volatility process. In so doing, we employ GARCH-M and ARCH-M specifications...
Persistent link: https://www.econbiz.de/10014051341