Narrow search
Showing 1 - 10 of 18,052
Cover Image
Total factor productivity growth and oil price volatility
Balashova, Svetlana P. - In: International journal of trade and global markets 14 (2021) 6, pp. 548-558
Persistent link: https://www.econbiz.de/10012693584
Cover Image
Is Volatility Good for Growth? Evidence from the G7
Andreou, Elena - 2014
the variance of monetary shocks has a negative effect on growth, while output volatility is good for growth as a positive …
Persistent link: https://www.econbiz.de/10013064774
Cover Image
Is Volatility Good for Growth? Evidence from the G7
Andreou, Elena - 2008
of monetary shocks has a negative effect on growth, while output volatility is good for growth as a positive relationship …
Persistent link: https://www.econbiz.de/10012724736
Cover Image
The Great Moderation and Leptokurtosis after GARCH Adjustment
Fang, Wen-Shwo - 2010
Recently, Fagiolo et al. (2008) find fat tails of economic growth rates after adjusting for outliers, autocorrelation, and heteroskedasticity. This paper employs US quarterly real output growth, showing that this finding of fat tails may reflect the Great Moderation. That is, leptokurtosis...
Persistent link: https://www.econbiz.de/10012757983
Cover Image
The Great Moderation and the Relationship between Output Growth and its Volatility
Fang, Wen-Shwo; Miller, Stephen M. - 2008
volatility over the period 1947 to 2006. First, we consider the possible effects of structural change in the volatility process …. In so doing, we employ GARCH-M and ARCH-M specifications of the process describing output growth rate and its volatility … with and without a one-time structural break in volatility. Second, our data analyses and empirical results suggest no …
Persistent link: https://www.econbiz.de/10014051341
Cover Image
Causal relationships between inflation and inflation uncertainty
Barnett, William A.; Jawadi, Fredj; Ftiti, Zied - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 24 (2020) 5, pp. 1-26
Persistent link: https://www.econbiz.de/10012406029
Cover Image
Causal relationships between inflation and inflation uncertainty
Barnett, William A.; Jawadi, Fredj; Ftiti, Zied - 2020
Persistent link: https://www.econbiz.de/10012312754
Cover Image
Does economic policy uncertainty in the U.S. influence stock markets in China and India? : time-frequency evidence
Li, Rong; Li, Sufang; Yuan, Di; Yu, Keming - In: Applied economics 52 (2020) 39, pp. 4300-4316
Persistent link: https://www.econbiz.de/10012259034
Cover Image
Causal effects and dynamic relationship between exchange rate volatility and economic development in Liberia
Gbatu, Abimelech Paye; Wang, Zhen; Wesseh, Presley K.; … - In: International journal of economics and financial issues … 7 (2017) 4, pp. 119-131
Persistent link: https://www.econbiz.de/10011823182
Cover Image
What's Gone Wrong with Option Liquidity : Evidence from the Knight Capital's Trading Glitch
Kapadia, Nikunj - 2020
equity market participants, making the derivative markets fragile …
Persistent link: https://www.econbiz.de/10012844386