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Oil price shocks and economic growth : the volatility link
Maheu, John M.; Song, Yong; Yang, Qiao - In: International journal of forecasting 36 (2020) 2, pp. 570-587
Persistent link: https://www.econbiz.de/10012415259
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Forecasting macroeconomic variables under model instability
Pettenuzzo, Davide; Timmermann, Allan - In: Journal of business & economic statistics : JBES ; a … 35 (2017) 2, pp. 183-201
Persistent link: https://www.econbiz.de/10011704162
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Dynamics of real per capita GDP
Neuhoff, Daniel - 2015 - This Version: August 7, 2015
This study investigates the dynamics of quarterly real GDP per capita growth rates across four countries, the US, UK, Canada and France. I obtain estimates for ARIMA(p,q) processes for first differences of log quarterly real GDP per capita using Reversible Jump Markov Chain Monte Carlo, allowing...
Persistent link: https://www.econbiz.de/10011309627
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Are long-run output growth rates falling?
Li, Mengheng; Mendieta-Muñoz, Ivan - 2018
-varying parameter models that incorporate both stochastic volatility and a Heckman-type two-step estimation procedure that deals with …
Persistent link: https://www.econbiz.de/10011823990
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Causal relationships between inflation and inflation uncertainty
Barnett, William A.; Jawadi, Fredj; Ftiti, Zied - 2020
Persistent link: https://www.econbiz.de/10012312754
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Bayesian estimation of the long-run trend of the US economy
Kim, Jaeho; Chon, Sora - In: Empirical economics : a quarterly journal of the … 62 (2022) 2, pp. 461-485
Persistent link: https://www.econbiz.de/10012819475
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Islamic securities (ṣukūk) and economic growth : new empirical investigation from Southeast Asia using non-parametric analysis of MCMC panel quantile regression
Ledhem, Mohammed Ayoub; Mekidiche, Mohammed - In: Islamic economic studies 29 (2022) 2, pp. 119-138
Asian region based on the endogenous growth theory using the non-parametric analysis. Design/methodology/approach This paper …-economic growth nexus in Southeast Asia using a robust non-parametric approach based on the endogenous growth theory for better …
Persistent link: https://www.econbiz.de/10013349868
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Markov switching models for GDP growth in a small open economy: the New Zealand experience
Buckle, Robert A.; Haugh, David; Thomson, Peter J. - In: Journal of business cycle measurement and analysis : a … 1 (2004) 2, pp. 227-257
Persistent link: https://www.econbiz.de/10002147223
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Growth volatility indices
Fiaschi, Davide; Lavezzi, Andrea Mario - In: The complex networks of economic interactions : essays …, (pp. 37-59). 2005
Persistent link: https://www.econbiz.de/10003253878
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Robust multiple regimes in growth volatility
Kourtellos, Andros; Stylianou, Ioanna; Tan, Chih Ming - In: Empirical economics : a journal of the Institute for … 48 (2015) 1, pp. 461-491
Persistent link: https://www.econbiz.de/10011288649