sector, and labor market flexibility. A clear-cut importance of exchange rate volatility cannot be found. Some conclusions …

evaluates the performance of the models. The probit model with the industrial production index and the realized volatility as …

volatility. Using monthly data of the industrial production indices in the five economies and applying the ARCH/GARCH models to … generate a measure of output volatility to conduct the two-step approach, the results show that output volatility positively … it will not alter the volatility and growth relationship …

documents that, when the idiosyncratic volatility is specified by firm size, the size-portfolio idiosyncratic volatility is …, this paper examines the predictive ability of the size-portfolio idiosyncratic volatility for GDP growth. It concludes that … size-portfolio idiosyncratic volatility contain significant information for forecasting future GDP growth for both the U …

paper offers a solution to this disagreement, suggesting that volatility carries a positive direct effect, but also a … volatility is then ambiguous. The paper reveals the underlying endogeneity of government size in a balanced panel of 95 countries … increase of volatility lowers growth by up to 0.57 percentage points in a democracy, but raises growth by 1.74 percentage …