CROSS-COUNTRY EVIDENCE ON OUTPUT GROWTH VOLATILITY: NONSTATIONARY VARIANCE AND GARCH MODELS
Year of publication: |
2008
|
---|---|
Authors: | Fang, WenShwo ; Miller, Stephen M. ; Lee, ChunShen |
Published in: |
Scottish Journal of Political Economy. - Scottish Economic Society - SES. - Vol. 55.2008, 4, p. 509-541
|
Publisher: |
Scottish Economic Society - SES |
Saved in:
freely available
Saved in favorites
Similar items by person
-
Cross-country evidence on output growth volatility : nonstationary variance and GARCH models
Fang, Wen-shwo, (2008)
-
The great moderation flattens fat tails : disappearing leptokurtosis
Fang, Wen-shwo, (2008)
-
Inflation targeting evaluation : short-run costs and long-run irrelevance
Fang, Wen-shwo, (2009)
- More ...