This file is part of IDEAS , which uses RePEc data
[ Papers |
Articles |
Software |
Books |
Chapters |
Authors |
Institutions |
JEL Classification |
NEP reports |
Search |
New papers by email |
Author registration |
Rankings |
Volunteers |
FAQ |
Blog |
Help! ]
Volatility and Growth in Developing Economies: Some Numerical Results and Empirical Evidence Author info | Abstract | Publisher info | Download info | Related research | Statistics Stephen Turnovsky
Pradip Chattopadhyay
Additional information is available for the following
registered author(s):
No abstract is available for
this item.
To download:
If you experience problems downloading a file, check if you have the
proper application to
view it first. Information about this may be contained
in the File-Format links below. In case of further problems read
the IDEAS help
file . Note that these files are not on the IDEAS
site. Please be patient as the files may be large.
Paper provided by Department of Economics at the University of Washington in its series Discussion Papers in Economics at the University of Washington with number
0055.
Download reference. The following formats are available: HTML ,
plain text ,
BibTeX ,
RIS (EndNote),
ReDIF
Length:
Date of creation: Sep 1998Date of revision:
Handle: RePEc:fth:washer:0055Contact details of provider: Postal: Box 353330, Seattle, WA 98193-3330 Email: Web page: http://www.econ.washington.edu/ More information through EDIRC
For technical questions regarding this item, or to correct its listing, contact: (Thomas Krichel).
Keywords: Other versions of this item:
References listed on IDEAS Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.: Kormendi, Roger C. & Meguire, Philip G., 1985.
"Macroeconomic determinants of growth: Cross-country evidence ,"
Journal of Monetary Economics ,
Elsevier, vol. 16(2), pages 141-163, September.
[Downloadable!] (restricted)
Romer, Paul M, 1986.
"Increasing Returns and Long-run Growth ,"
Journal of Political Economy ,
University of Chicago Press, vol. 94(5), pages 1002-37, October.
[Downloadable!] (restricted)
Obstfeld, Maurice, 1994.
"Risk-Taking, Global Diversification, and Growth ,"
American Economic Review ,
American Economic Association, vol. 84(5), pages 1310-29, December.
[Downloadable!] (restricted)
Other versions:
Maurice Obstfeld, 1992.
"Risk-taking, global diversification, and growth ,"
Discussion Paper / Institute for Empirical Macroeconomics
61, Federal Reserve Bank of Minneapolis.
[Downloadable!] Obstfeld, Maurice, 1992.
"Risk-Taking, Global Diversification, and Growth ,"
CEPR Discussion Papers
688, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) Maurice Obstfeld., 1993.
"Risk-Taking, Global Diversification, and Growth ,"
Center for International and Development Economics Research (CIDER) Working Papers
C93-016, University of California at Berkeley.
Maurice Obstfeld, 1995.
"Risk-Taking, Global Diversification, and Growth ,"
NBER Working Papers
4093, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Eaton, Jonathan & Gersovitz, Mark, 1981.
"Debt with Potential Repudiation: Theoretical and Empirical Analysis ,"
Review of Economic Studies ,
Blackwell Publishing, vol. 48(2), pages 289-309, April.
[Downloadable!] (restricted)
Newey, Whitney K & West, Kenneth D, 1987.
"A Simple, Positive Semi-definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix ,"
Econometrica ,
Econometric Society, vol. 55(3), pages 703-08, May.
[Downloadable!] (restricted)
Other versions: Aizenman, Joshua & Marion, Nancy, 1999.
"Volatility and Investment: Interpreting Evidence from Developing Countries ,"
Economica ,
London School of Economics and Political Science, vol. 66(262), pages 157-79, May.
[Downloadable!] (restricted)
Obstfeld, Maurice, 1982.
"Aggregate Spending and the Terms of Trade: Is There a Laursen-Metzler Effect? ,"
The Quarterly Journal of Economics ,
MIT Press, vol. 97(2), pages 251-70, May.
[Downloadable!] (restricted)
Other versions: Gali, Jordi, 1994.
"Government size and macroeconomic stability ,"
European Economic Review ,
Elsevier, vol. 38(1), pages 117-132, January.
[Downloadable!] (restricted)
Grinols, Earl L & Turnovsky, Stephen J, 1998.
"Risk, Optimal Government Finance and Monetary Policies in a Growing Economy ,"
Economica ,
London School of Economics and Political Science, vol. 65(259), pages 401-27, August.
[Downloadable!] (restricted)
Other versions:
Grinols, E-L & Turnovsky, S-J, 1997.
"Risk, Optimal Government Finance, and Monetary Policies in a Growing Economy ,"
Discussion Papers in Economics at the University of Washington
97-10, Department of Economics at the University of Washington.
Grinols, E-L & Turnovsky, S-J, 1997.
"Risk, Optimal Government Finance, and Monetary Policies in a Growing Economy ,"
Working Papers
97-10, University of Washington, Department of Economics.
Gertler, Mark & Grinols, Earl, 1982.
"Monetary randomness and investment ,"
Journal of Monetary Economics ,
Elsevier, vol. 10(2), pages 239-258.
[Downloadable!] (restricted)
Grinols, Earl L. & Turnovsky, Stephen J., 1993.
"Risk, the financial market, and macroeconomic equilibrium ,"
Journal of Economic Dynamics and Control ,
Elsevier, vol. 17(1-2), pages 1-36.
[Downloadable!] (restricted)
Other versions:
Grinols, E.L. & Turnovsky, S.J., 1992.
"Risk, the Financial Market and Macroeconomic Equilibrium ,"
Discussion Papers in Economics at the University of Washington
92-01, Department of Economics at the University of Washington.
Grinols, E.L. & Turnovsky, S.J., 1992.
"Risk, the Financial Market and Macroeconomic Equilibrium ,"
Working Papers
92-01, University of Washington, Department of Economics.
Smith, William T., 1996.
"Taxes, uncertainty, and long-term growth ,"
European Economic Review ,
Elsevier, vol. 40(8), pages 1647-1664, November.
[Downloadable!] (restricted)
Palivos, Theodore & Yip, Chong K, 1995.
"Government Expenditure Financing in an Endogenous Growth Model: A Comparison ,"
Journal of Money, Credit and Banking ,
Blackwell Publishing, vol. 27(4), pages 1159-78, November.
[Downloadable!] (restricted)
Other versions: Enrique G. Mendoza, 1994.
"Terms-of-trade uncertainty and economic growth: are risk indicators significant in growth regressions? ,"
International Finance Discussion Papers
491, Board of Governors of the Federal Reserve System (U.S.).
Hartman, Richard, 1972.
"The effects of price and cost uncertainty on investment ,"
Journal of Economic Theory ,
Elsevier, vol. 5(2), pages 258-266, October.
[Downloadable!] (restricted)
Cottani, Joaquin A & Cavallo, Domingo F & Khan, M Shahbaz, 1990.
"Real Exchange Rate Behavior and Economic Performance in LDCs ,"
Economic Development and Cultural Change ,
University of Chicago Press, vol. 39(1), pages 61-76, October.
Devereux, Michael B & Smith, Gregor W, 1994.
"International Risk Sharing and Economic Growth ,"
International Economic Review ,
Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 35(3), pages 535-50, August.
[Downloadable!] (restricted)
Other versions: George M. Constantinidies & John B. Donaldson & Rajnish Mehra, 1998.
"Junior Can't Borrow: A New Perspective on the Equity Premium Puzzle ,"
NBER Working Papers
6617, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions:
George M. Constantinides & John B. Donaldson & Rajnish Mehra, .
"Junior Can't borrow: A New Perspective on the Equity Premium Puzzle." ,"
CRSP working papers
457, Center for Research in Security Prices, Graduate School of Business, University of Chicago.
Constantinides, G.M. & Donalson, J.B. & Mehra, R., 1997.
"Junior Can't Borrow: A New Perspective on the Equity Premium Puzzle ,"
Papers
97-24, Columbia - Graduate School of Business.
George M. Constantinides & John B. Donaldson & Rajinish Mehra, .
"Junior Can't Borrow: A New Perspective on the Equity Premium Puzzle ,"
University of California Santa Barbara - Department of Economics
21-98, California Santa Barbara - Department of Economics.
George M. Constantinides & John B. Donaldson & Rajnish Mehra, 2002.
"Junior Can'T Borrow: A New Perspective On The Equity Premium Puzzle ,"
The Quarterly Journal of Economics ,
MIT Press, vol. 117(1), pages 269-296, February.
[Downloadable!] (restricted) Eaton, Jonathan, 1981.
"Fiscal Policy, Inflation and the Accumulation of Risky Capital ,"
Review of Economic Studies ,
Blackwell Publishing, vol. 48(3), pages 435-45, July.
[Downloadable!] (restricted)
Asea, Patrick K. & Turnovsky, Stephen J., 1998.
"Capital income taxation and risk-taking in a small open economy ,"
Journal of Public Economics ,
Elsevier, vol. 68(1), pages 55-90, April.
[Downloadable!] (restricted)
Other versions: van der Ploeg, Frederick, 1996.
"Budgetary Policies, Foreign Indebtedness, the Stock Market, and Economic Growth ,"
Oxford Economic Papers ,
Oxford University Press, vol. 48(3), pages 382-96, July.
[Downloadable!] (restricted)
Caballero, Ricardo J, 1991.
"On the Sign of the Investment-Uncertainty Relationship ,"
American Economic Review ,
American Economic Association, vol. 81(1), pages 279-88, March.
[Downloadable!] (restricted)
Easterly, William R. & Wetzel, Deborah L., 1989.
"Policy determinants of growth : survey of theory and evidence ,"
Policy Research Working Paper Series
343, The World Bank.
[Downloadable!]
White, Halbert, 1980.
"A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity ,"
Econometrica ,
Econometric Society, vol. 48(4), pages 817-38, May.
[Downloadable!] (restricted)
Levine, Ross & Renelt, David, 1992.
"A Sensitivity Analysis of Cross-Country Growth Regressions ,"
American Economic Review ,
American Economic Association, vol. 82(4), pages 942-63, September.
[Downloadable!] (restricted)
Other versions: Merton, Robert C, 1969.
"Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case ,"
The Review of Economics and Statistics ,
MIT Press, vol. 51(3), pages 247-57, August.
[Downloadable!] (restricted)
Turnovsky, Stephen J., 1993.
"The impact of terms of trade shocks on a small open economy: A stochastic analysis ,"
Journal of International Money and Finance ,
Elsevier, vol. 12(3), pages 278-297, June.
[Downloadable!] (restricted)
Other versions:
Turnovsky, S.J., 1991.
"The Impact of terms of Trade Shocks on a Small Open Economy: A Stochastic Analysis ,"
Discussion Papers in Economics at the University of Washington
91-19, Department of Economics at the University of Washington.
Turnovsky, S.J., 1991.
"The Impact of terms of Trade Shocks on a Small Open Economy: A Stochastic Analysis ,"
Working Papers
91-19, University of Washington, Department of Economics.
Stephen J. Turnovsky, 1993.
"The Impact of Terms of Trade Shocks on a Small Open Economy: A Stochastic Analysis ,"
NBER Working Papers
3916, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Ramey, Garey & Ramey, Valerie A, 1995.
"Cross-Country Evidence on the Link between Volatility and Growth ,"
American Economic Review ,
American Economic Association, vol. 85(5), pages 1138-51, December.
[Downloadable!] (restricted)
Other versions: Kletzer, Kenneth M, 1984.
"Asymmetries of Information and LDC Borrowing with Sovereign Risk ,"
Economic Journal ,
Royal Economic Society, vol. 94(374), pages 287-307, June.
[Downloadable!] (restricted)
Corsetti, Giancarlo, 1997.
"A portfolio approach to endogenous growth: equilibrium and optimal policy ,"
Journal of Economic Dynamics and Control ,
Elsevier, vol. 21(10), pages 1627-1644, August.
[Downloadable!] (restricted)
Pindyck, Robert S, 1988.
"Irreversible Investment, Capacity Choice, and the Value of the Firm ,"
American Economic Review ,
American Economic Association, vol. 78(5), pages 969-85, December.
[Downloadable!] (restricted)
Other versions:
Robert S. Pindyck, 1986.
"Irreversible Investment, Capacity Choice, and the Value of the Firm ,"
NBER Working Papers
1980, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Pindyck, Robert S., 1986.
"Irreversible investment, capacity choice, and the value of the firm ,"
Working papers
1802-86., Massachusetts Institute of Technology (MIT), Sloan School of Management.
[Downloadable!] Grinols, Earl L. & Turnovsky, Stephen J., 1994.
"Exchange rate determination and asset prices in a stochastic small open economy ,"
Journal of International Economics ,
Elsevier, vol. 36(1-2), pages 75-97, February.
[Downloadable!] (restricted)
Full
references Cited by : (explanations , Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.)
Pierre-Richard Agénor & Joshua Aizenman, 2007.
"Aid Volatility and Poverty Traps ,"
NBER Working Papers
13400, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Cristina Arellano & Aleš Bulir & Timothy D. Lane & Leslie Lipschitz, 2005.
"The Dynamic Implications of Foreign Aid and Its Variability ,"
IMF Working Papers
05/119, International Monetary Fund.
[Downloadable!]
Paola Giuliano & Stephen Turnovsky, 2000.
"Intertemporal Substitution, Risk Aversion, and Economic Performance in a Stochastically Growing Open Economy ,"
Discussion Papers in Economics at the University of Washington
0002, Department of Economics at the University of Washington.
[Downloadable!]
Other versions:
Paola Giuliano & Stephen Turnovsky, 2000.
"Intertemporal Substitution, Risk Aversion, and Economic Performance in a Stochastically Growing Open Economy ,"
Working Papers
0002, University of Washington, Department of Economics.
[Downloadable!] Paola Giuliano & Stephen Turnovsky, 2002.
"Intertemporal Substitution, Risk Aversion, and Economic Performance in a Stochastically Growing Open Economy ,"
Working Papers
UWEC-2002-20-P, University of Washington, Department of Economics.
[Downloadable!] Giuliano, Paola & Turnovsky, Stephen J., 2003.
"Intertemporal substitution, risk aversion, and economic performance in a stochastically growing open economy ,"
Journal of International Money and Finance ,
Elsevier, vol. 22(4), pages 529-556, August.
[Downloadable!] (restricted) Barbara Annicchiarico & Luisa Corrado & Alessandra Pelloni, 2008.
" Long-Term Growth and Short-Term Volatility: The Labour Market Nexus ,"
CDMA Working Paper Series
0806, Centre for Dynamic Macroeconomic Analysis.
[Downloadable!]
Other versions: Sam Hak Kan Tang & Nicolaas Groenewold & Charles Ka Yui Leung, 2003.
"Institutions, Technical Change and Macroeconomic Volatility, Crises and Growth: A Robust Causation ,"
Economics Discussion / Working Papers
03-21, The University of Western Australia, Department of Economics.
[Downloadable!]
Aude POMMERET & William T. SMITH, 2004.
"Fertility, Volatility, and Growth ,"
Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP)
04.08, Université de Lausanne, Faculté des HEC, DEEP.
[Downloadable!]
Other versions:
Pommeret, Aude & Smith, William T., 2005.
"Fertility, volatility, and growth ,"
Economics Letters ,
Elsevier, vol. 87(3), pages 347-353, June.
[Downloadable!] (restricted) Ramirez-Rondán Nelson, 2007.
"Nonlinear Volatility Effects on Growth in Developing Economies ,"
Working Papers
2007-016, Banco Central de Reserva del Perú.
[Downloadable!]
Garbis Iradian, 2007.
"Rapid Growth in Transition Economies: Panel Regression Approach ,"
IMF Working Papers
07/170, International Monetary Fund.
[Downloadable!]
Dimitrios Varvarigos, 2008.
"Environmental Quality, Life Expectancy, and Sustainable Economic Growth ,"
Discussion Papers in Economics
08/19, Department of Economics, University of Leicester.
[Downloadable!]
Access and
download statistics Did you know? IDEAS also indexes books .
This page was last updated on 2008-9-27.
This information is provided to you by IDEAS at the Department of Economics , College of Liberal Arts and Sciences , University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics .