The great moderation and the relationship between output growth and its volatility
Year of publication: |
2008
|
---|---|
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. 74.2008, 3, p. 819-838
|
Subject: | Bruttoinlandsprodukt | Gross domestic product | Volatilität | Volatility | Strukturbruch | Structural break | ARCH-Modell | ARCH model | Schätzung | Estimation | USA | United States | 1947-2006 |
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