Output growth and its volatility : the gold standard through the great moderation
Year of publication: |
2014
|
---|---|
Authors: | Fang, Wen-shwo ; Miller, Stephen M. |
Published in: |
Southern economic journal. - Hoboken, NJ : Wiley Subscription Services, Inc., ISSN 0038-4038, ZDB-ID 219272-X. - Vol. 80.2014, 3, p. 728-751
|
Subject: | Bruttoinlandsprodukt | Gross domestic product | Volatilität | Volatility | Goldstandard | Gold standard | ARCH-Modell | ARCH model | USA | United States | 1876-2012 |
-
Cermeño, Rodolfo, (2016)
-
Cross-country evidence on output growth volatility : nonstationary variance and GARCH models
Fang, Wen-shwo, (2008)
-
The equity risk premium, market factors and the maturing economy hypothesis
Devaney, Michael, (2009)
- More ...
-
Cross-country evidence on output growth volatility : nonstationary variance and GARCH models
Fang, Wen-shwo, (2008)
-
Is the great moderation ending? : UK and US evidence
Canarella, Giorgio, (2008)
-
Modeling the volatility of real GDP growth : the case of Japan revisited
Fang, Wen-shwo, (2008)
- More ...