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Structural change and output volatility reduction in OECD countries : evidence of the Second Great Moderation
Duran, Hasan Engin - In: Journal of economic structures : JES; the official … 8 (2019) 38, pp. 1-14
moderation of output volatility compared to the well-known break during the mid-1980s. The period of analysis runs from 1962Q2 to … unconditional volatility and procedures of structural break detection (Inclan–Tiao test and autoregressive conditional …
Persistent link: https://www.econbiz.de/10012147010
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The heterogeneous Great Moderation
Pancrazi, Roberto - In: European economic review : EER 74 (2015), pp. 207-228
Persistent link: https://www.econbiz.de/10011522633
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Medium-term macroeconomic volatility and economic development : a new technique
Tang, Sam Hak Kan - In: Empirical economics : a journal of the Institute for … 56 (2019) 4, pp. 1231-1249
Persistent link: https://www.econbiz.de/10012052184
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Shifts in volatility driven by large stock market shocks
Dendramis, Yiannis; Kapetanios, George; Tzavalis, Elias - In: Journal of economic dynamics & control 55 (2015), pp. 130-147
Persistent link: https://www.econbiz.de/10011587216
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Flexible markov-switching models with evolving regime-specific parameters : an application to Brazilian business cycles
Gomes, Fábio A.; Melo, Lívia C. M.; Soave, Gian Paulo - In: Applied economics 56 (2024) 14, pp. 1705-1722
Persistent link: https://www.econbiz.de/10014473203
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Regularized estimation of structural instability in factor models : the US macroeconomy and the great moderation
Callot, Laurent; Kristensen, Johannes Tang - 2015
estimation of static factor models and factor augmented autoregressions using a set of 190 quarterly observations of 144 US …
Persistent link: https://www.econbiz.de/10010532582
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Causality-in-variance between the stock market and macroeconomic variables in Singapore
Nikmanesh, Lida; Abu Hassan Shaari Mohd Nor - In: The Singapore economic review : journal of the Economic … 64 (2019) 5, pp. 1299-1317
Persistent link: https://www.econbiz.de/10012295205
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The growth-volatility relationship redux : what does volatility decomposition tell?
Mallick, Debdulal - In: The B.E. journal of macroeconomics 19 (2019) 2, pp. 1-20
Persistent link: https://www.econbiz.de/10012027392
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The robustness of the link between volatility and growth of output
Norrbin, Stefan C.; Yigit, F. Pinar - In: Review of world economics 141 (2005) 2, pp. 343-356
Persistent link: https://www.econbiz.de/10002976072
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Conditional volatility asymmetry of business cycles : evidence from four OECD countries
Ho, Kin-Yip; Tsui, Albert K.; Zhang, Zhaoyong - In: Journal of economic development 38 (2013) 3, pp. 33-56
Persistent link: https://www.econbiz.de/10010196456