Modeling the Volatility of Real GDP Growth: The Case of Japan Revisited
Year of publication: |
2008-12
|
---|---|
Authors: | Fang, WenShwo ; Miller, Stephen M. |
Institutions: | Department of Economics, University of Connecticut |
Subject: | Japan | real GDP growth | the Great Moderation | outlier | structural changes | IGARCH effect |
Extent: | application/pdf |
---|---|
Series: | |
Type of publication: | Book / Working Paper |
Notes: | Published in Japan and the World Economy, August 2009. The price is Free Number 2008-47 45 pages |
Classification: | C32 - Time-Series Models ; E32 - Business Fluctuations; Cycles ; O40 - Economic Growth and Aggregate Productivity. General |
Source: |
-
Modeling the Volatility of Real GDP Growth: The Case of Japan Revisited
Fang, WenShwo, (2009)
-
Modeling the Volatility of Real GDP Growth: The Case of Japan Revisited
Fang, WenShwo, (2008)
-
Cross-Country Evidence on Output Growth Volatility: Nonstationary Variance and GARCH Models
Miller, Stephen M., (2007)
- More ...
-
Output Growth and Its Volatility: The Gold Standard through the Great Moderation
Fang, WenShwo, (2012)
-
Banking Market Structure, Liquidity Needs, and Industrial Growth Volatility
Huang, Ho-Chuan, (2012)
-
The effect of ECSOs on energy use
Fang, WenShwo, (2012)
- More ...