Efficient Estimation of the Non-linear Volatility and Growth Model
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Bibliographic InfoPaper provided by Department of Economics, Finance and Accounting, National University of Ireland - Maynooth in its series Economics, Finance and Accounting Department Working Paper Series with number n2030809.pdf.
Length: 15 pages
Date of creation: 2009
Date of revision:
Econometrics; Macroeconomics; Growth; Volatility;
Find related papers by JEL classification:
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
- O40 - Economic Development, Technological Change, and Growth - - Economic Growth and Aggregate Productivity - - - General
This paper has been announced in the following NEP Reports:
- NEP-ALL-2009-11-07 (All new papers)
- NEP-ECM-2009-11-07 (Econometrics)
- NEP-FDG-2009-11-07 (Financial Development & Growth)
- NEP-ORE-2009-11-07 (Operations Research)
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.:
- Nobuo Akai & Masayo Hosoi & Yukihiro Nishimura, 2009. "Fiscal Decentralization And Economic Volatility: Evidence From State-Level Cross-Section Data Of The Usa," The Japanese Economic Review, Japanese Economic Association, vol. 60(2), pages 223-235.
- Jerzmanowski, Michal, 2006. "Empirics of hills, plateaus, mountains and plains: A Markov-switching approach to growth," Journal of Development Economics, Elsevier, vol. 81(2), pages 357-385, December.
- Gadi Barlevy, 2003.
"The cost of business cycles under endogenous growth,"
Working Paper Series
WP-03-13, Federal Reserve Bank of Chicago.
- Gadi Barlevy, 2004. "The Cost of Business Cycles Under Endogenous Growth," American Economic Review, American Economic Association, vol. 94(4), pages 964-990, September.
- Gadi Barlevy, 2003. "The Cost of Business Cycles Under Endogenous Growth," NBER Working Papers 9970, National Bureau of Economic Research, Inc.
- Frederick van der Ploeg & Steven Poelhekke, 2009. "Volatility and the natural resource curse," Oxford Economic Papers, Oxford University Press, vol. 61(4), pages 727-760, October.
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