Showing 1 - 10 of 6,878
Persistent link: https://www.econbiz.de/10000416751
Persistent link: https://www.econbiz.de/10009674033
Persistent link: https://www.econbiz.de/10010206853
Persistent link: https://www.econbiz.de/10003787825
Persistent link: https://www.econbiz.de/10008659806
Japan are included; this provides benchmarks upon which to compare the characteristics of the developing country cycles and …
Persistent link: https://www.econbiz.de/10003990418
Persistent link: https://www.econbiz.de/10001602439
Persistent link: https://www.econbiz.de/10001242307
This paper tests for the presence of output mean and variance nonlinearities in international industrial production and UK and US sectoral production growth rates using ARMA-GQARCH, bilinear (BL) and joint BL-GQARCH models. ARMA-GQARCH models confirm the presence of asymmetric variance effects...
Persistent link: https://www.econbiz.de/10014075635