Alternative characterization of the volatility in the growth rate of real GDP
Year of publication: |
2003
|
---|---|
Authors: | Bhar, Ramaprasad ; Hamori, Shigeyuki |
Published in: |
Japan and the world economy : international journal of theory and policy. - Amsterdam : Elsevier Science Publ., ISSN 0922-1425, ZDB-ID 649581-3. - Vol. 15.2003, 2, p. 223-231
|
Subject: | Wirtschaftswachstum | Economic growth | Nationaleinkommen | National income | Volatilität | Volatility | ARCH-Modell | ARCH model | USA | United States | Großbritannien | United Kingdom | Japan | 1960-1996 |
-
Volatility of real GDP : some evidence from the United States, the United Kingdom and Japan
Hamori, Shigeyuki, (2000)
-
Keating, John William, (2012)
-
Crude oil price volatility and short-term predictability of the real U.S. GDP growth rate
Nonejad, Nima, (2020)
- More ...
-
Linkages among agricultural commodity futures prices : some further evidence from Tokyo
Bhar, Ramaprasad, (2006)
-
Analysing yield spread and output dynamics in an endogenous Markov switching regression framework
Bhar, Ramaprasad, (2007)
-
Component structures of agricultural commodity futures traded on the Tokyo grain exchange
Bhar, Ramaprasad, (2007)
- More ...