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The growth-volatility relationship redux : what does volatility decomposition tell?

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Relationship between output volatility and output in OECD countries revisited

Ekinci, Aykut - In: Prague economic papers : a bimonthly journal of … 31 (2022) 6, pp. 509-537

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Monetary volatility and real output volatility : an empirical model of the financial transmission mechanism in Australia

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Money supply volatility and the macroeconomy

Serletis, Apostolos; Xu, Libo - In: Macroeconomic dynamics 24 (2020) 6, pp. 1392-1402

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Do common volatility models capture cyclical behaviour in volatility?

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Modeling volatility spillovers between the variabilities of US inflation and output : the UECCC GARCH model

Conrad, Christian; Karanasos, Menelaos - 2008

This paper employs the unrestricted extended constant conditional correlation GARCH specification proposed in Conrad and Karanasos (2008) to examine the intertemporal relationship between the uncertainties of inflation and output growth in the US. We find that inflation uncertainty effects...