The growth-volatility nexus : new evidence from an augmented GARCH-M model
Year of publication: |
June 2017
|
---|---|
Authors: | Trypsteen, Steven |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 63.2017, p. 15-25
|
Subject: | GARCH-M | Global VAR | Structural breaks | Bounce back effect | Strukturbruch | Structural break | VAR-Modell | VAR model | Welt | World | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | Kointegration | Cointegration |
-
Hasanli, Mübariz, (2024)
-
Oil price shocks and inflation dynamics in Nigeria : sensitivity of unit root to structural breaks
Odionye, Joseph Chukwudi, (2019)
-
Export-output growth nexus using threshold VAR and VEC models : empirical evidence from Thailand
Arisara Romyen, (2019)
- More ...
-
The importance of time‐varying volatility and country interactions in forecasting economic activity
Trypsteen, Steven, (2017)
-
Cross-Country Interactions, the Great Moderation and the Role of Output Volatility in Growth
Trypsteen, Steven, (2014)
-
Cross-Country Interactions, the Great Moderation and the Role of Output Volatility in Growth
Trypsteen, Steven, (2014)
- More ...