The Great Moderation and The Relationship between Output Growth and Its Volatility
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- WenSho Fang & Stephen M. Miller, 2007. "The Great Moderation and the Relationship between Output Growth and Its Volatility," Working papers 2007-04, University of Connecticut, Department of Economics.
References listed on IDEAS
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Citations
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Cited by:
- Fang, WenShwo & Miller, Stephen M., 2009.
"Modeling the volatility of real GDP growth: The case of Japan revisited,"
Japan and the World Economy,
Elsevier, vol. 21(3), pages 312-324, August.
- WenShwo Fang & Stephen M. Miller, 2008. "Modeling the Volatility of Real GDP Growth: The Case of Japan Revisited," Working papers 2008-47, University of Connecticut, Department of Economics.
- WenShwo Fang & Stephen M. Miller, 2009. "Modeling the Volatility of Real GDP Growth: The Case of Japan Revisited," Working Papers 0904, University of Nevada, Las Vegas , Department of Economics.
- Giorgio Canarella & WenShwo Fang & Stephen M. Miller & Stephen K. Pollard, 2008.
"Is the Great Moderation Ending? UK and US Evidence,"
Working Papers
0801, University of Nevada, Las Vegas , Department of Economics.
- Giorgio Canarella & WenShwo Fang & Stephen M. Miller & Stephen K. Pollard, 2008. "Is the Great Moderation Ending? UK and US Evidence," Working papers 2008-24, University of Connecticut, Department of Economics.
- Jorge M. Andraz & Nelia M. Norte, 2013.
"Output volatility in the OECD: Are the member states becoming less vulnerable to exogenous shocks?,"
Economic Issues Journal Articles,
Economic Issues, vol. 18(2), pages 91-122, September.
- Jorge Andraz & Nélia Norte, 2013. "Output volatility in the OECD: Are the member states becoming less vulnerable to exogenous shocks?," CEFAGE-UE Working Papers 2013_17, University of Evora, CEFAGE-UE (Portugal).
- WenShwo Fang & Stephen M. Miller & ChunShen Lee, 2008.
"Cross‐Country Evidence On Output Growth Volatility: Nonstationary Variance And Garch Models,"
Scottish Journal of Political Economy,
Scottish Economic Society, vol. 55(4), pages 509-541, September.
- WenShwo Fang & Stephen M. Miller & ChunShen Lee, 2007. "Cross-Country Evidence on Output Growth Volatility: Nonstationary Variance and GARCH Models," Working papers 2007-20, University of Connecticut, Department of Economics, revised Mar 2008.
- WenShwo Fang & Stephen M. Miller, 2014.
"Output Growth and its Volatility: The Gold Standard through the Great Moderation,"
Southern Economic Journal,
Southern Economic Association, vol. 80(3), pages 728-751, January.
- WenShwo Fang & Stephen M. Miller, 2012. "Output Growth and Its Volatility: The Gold Standard through the Great Moderation," Working Papers 1205, University of Nevada, Las Vegas , Department of Economics.
- WenShwo Fang & Stephen M. Miller, 2012. "Output Growth and Its Volatility: The Gold Standard through the Great Moderation," Working papers 2012-11, University of Connecticut, Department of Economics.
- Bezemer, Dirk & Grydaki, Maria, 2014. "Nonfinancial sectors debt and the U.S. great moderation," Research Report 14030-GEM, University of Groningen, Research Institute SOM (Systems, Organisations and Management).
- Bruce Q. Budd, 2016. "Structural break tests and the Greek sovereign debt crisis: revisited," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 40(3), pages 607-622, July.
- Bezemer, Dirk & Grydaki, Maria, 2013. "Debt and the U.S. Great Moderation," MPRA Paper 47399, University Library of Munich, Germany.
- Amélie Charles & Olivier Darné & Laurent Ferrara, 2018.
"Does The Great Recession Imply The End Of The Great Moderation? International Evidence,"
Economic Inquiry,
Western Economic Association International, vol. 56(2), pages 745-760, April.
- Amélie Charles & Olivier Darné & Laurent Ferrara, 2014. "Does the Great Recession imply the end of the Great Moderation? International evidence," EconomiX Working Papers 2014-21, University of Paris Nanterre, EconomiX.
- Laurent Ferrara & Olivier Darné & Amélie Charles, 2018. "Does the Great Recession imply the end of the Great Moderation? International evidence," Post-Print hal-01635945, HAL.
- Amélie Charles & Olivier Darné & Laurent Ferrara, 2018. "Does the Great Recession imply the end of the Great Moderation? International evidence," Post-Print hal-01757081, HAL.
- Amélie Charles & Olivier Darné & Laurent Ferrara, 2014. "Does the Great Recession imply the end of the Great Moderation? International evidence," Working Papers hal-00952951, HAL.
- Dimitrios Bakas & Georgios Chortareas & Georgios Magkonis, 2017.
"Volatility and Growth: A not so straightforward relationship,"
Working Papers
2017/06, Nottingham Trent University, Nottingham Business School, Economics Division.
- Dimitrios Bakas & Georgios Chortareas & Georgios Magkonis, 2018. "Volatility and Growth: A not so Straightforward Relationship," Working Papers in Economics & Finance 2018-04, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group.
- Dimitrios Bakas & Georgios Chortareas & Georgios Magkonis, 2017. "Volatility and Growth: A not so straightforward relationship," Working Paper series 17-12, Rimini Centre for Economic Analysis.
- Amélie Charles & Olivier Darné & Laurent Ferrara, 2018.
"Does The Great Recession Imply The End Of The Great Moderation? International Evidence,"
Economic Inquiry,
Western Economic Association International, vol. 56(2), pages 745-760, April.
- Amélie Charles & Olivier Darné & Laurent Ferrara, 2014. "Does the Great Recession imply the end of the Great Moderation? International evidence," EconomiX Working Papers 2014-21, University of Paris Nanterre, EconomiX.
- Amélie Charles & Olivier Darné & Laurent Ferrara, 2018. "Does the Great Recession imply the end of the Great Moderation? International evidence," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01757081, HAL.
- Amélie Charles & Olivier Darné & Laurent Ferrara, 2014. "Does the Great Recession imply the end of the Great Moderation? International evidence," Working Papers hal-00952951, HAL.
- Laurent Ferrara & Olivier Darné & Amélie Charles, 2017. "Does the Great Recession imply the end of the Great Moderation? International evidence," Post-Print hal-01635945, HAL.
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More about this item
JEL classification:
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
- O40 - Economic Development, Innovation, Technological Change, and Growth - - Economic Growth and Aggregate Productivity - - - General
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