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Model uncertainty and endogenous volatility
Branch, William A.; Evans, George W. - In: Review of economic dynamics 10 (2007) 2, pp. 207-237
Persistent link: https://www.econbiz.de/10003483152
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Tracking economic activity with alternative high-frequency data
Eckert, Florian; Kronenberg, Philipp; Mikosch, Heiner; … - In: Journal of applied econometrics 40 (2025) 3, pp. 270-290
Persistent link: https://www.econbiz.de/10015372760
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Dynamic associations between gdp and crude oil prices in Brazil : structural shifts and nonlinear causality
Oliveira, E. M. de; Oliveira, Fernando Luiz Cyrino; … - In: Emerging markets, finance & trade : a journal of the … 57 (2021) 10, pp. 2767-2791
Persistent link: https://www.econbiz.de/10012607411
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International Spillovers of Output Growth and Output Growth Volatility : Evidence from the G7 Countries
Antonakakis, Nikolaos - 2014
This paper examines the transmission of GDP growth and GDP growth volatility among the G7 countries over the period 1960Q1 – 2010Q4, using a multivariate GARCH model and volatility impulse response functions (VIRFs) to identify the source, magnitude and the duration of volatility spillovers....
Persistent link: https://www.econbiz.de/10013058576
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War, money & economy : inflation and production in the Fed and pre-Fed periods
Hogan, Thomas L.; Smith, Daniel J. - In: The review of Austrian economics 35 (2022) 1, pp. 15-37
Persistent link: https://www.econbiz.de/10013166225
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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
Persistent link: https://www.econbiz.de/10013499340
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GDP volatility implication of tourism volatility in South Africa : a time-varying approach
Lee, Chien-Chiang; Olasehinde-Williams, Godwin O; … - In: Tourism economics : the business and finance of tourism … 28 (2022) 2, pp. 435-450
Persistent link: https://www.econbiz.de/10013176781
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Output collapse, growth and volatility in Sub-Saharan Africa : a regime-switching approach
Byrne, Julie - In: The economic and social review 41 (2010) 1, pp. 21-41
Persistent link: https://www.econbiz.de/10003962581
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Investigating the fluctuations of exchange rate based on monetary-behaviour approach
Tajdini, Saeid; Mehrara, Mohsen; Taiebnia, Ali - In: International journal of finance & economics : IJFE 28 (2023) 2, pp. 1242-1249
Persistent link: https://www.econbiz.de/10014253380
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Macroeconomic uncertainty and non-GAAP disclosure
Liu, Junjun - In: Finance research letters 60 (2024), pp. 1-11
Persistent link: https://www.econbiz.de/10014490394