The link between output growth and volatility: Evidence from a GARCH model with panel data
Estimation results from a dynamic panel GARCH model for G7 countries over the 1965-2007 period support that higher output growth is associated with higher volatility of the innovations to growth, but higher growth does not lead to more economic uncertainty.
Year of publication: |
2010
|
---|---|
Authors: | Lee, Jim |
Published in: |
Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 106.2010, 2, p. 143-145
|
Publisher: |
Elsevier |
Keywords: | Output growth Volatility Conditional heteroskedasticity GARCH Panel data |
Saved in:
Online Resource
Saved in favorites
Similar items by person
-
Integrated inventory ranking system for oilfield equipment industry
Ben Hmida, Jalel, (2014)
-
Crowley, Patrick M., (2005)
-
Evaluating the stresses from ECB monetary policy in the euro area
Lee, Jim, (2009)
- More ...