The impact of volatility on growth in China
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Volume (Year): 5 (2010)
Issue (Month): 4 (December)
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- WenSho Fang & Stephen M. Miller, 2007.
"The Great Moderation and the Relationship between Output Growth and Its Volatility,"
2007-04, University of Connecticut, Department of Economics.
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- Gulasekaran Rajaguru & Tilak Abeysinghe, 2004.
"Quarterly real GDP estimates for China and ASEAN4 with a forecast evaluation,"
Journal of Forecasting,
John Wiley & Sons, Ltd., vol. 23(6), pages 431-447.
- Tilak Abeysinghe & Gulasekaran Rajaguru, 2003. "Quarterly Real GDP Estimates for China and ASEAN4 with a Forecast Evaluation," Departmental Working Papers wp0404, National University of Singapore, Department of Economics.
- Engle, Robert F & Lilien, David M & Robins, Russell P, 1987. "Estimating Time Varying Risk Premia in the Term Structure: The Arch-M Model," Econometrica, Econometric Society, vol. 55(2), pages 391-407, March.
- Robert Engle, 2001. "GARCH 101: The Use of ARCH/GARCH Models in Applied Econometrics," Journal of Economic Perspectives, American Economic Association, vol. 15(4), pages 157-168, Fall.
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