Does Black’s Hypothesis for Output Variability Hold for Mexico?
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- Muhammad Shahbaz & Talat Afza & Muhammad Shahbaz Shabbir, 2013.
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More about this item
Keywordseconomic growth; volatility; variability; business cycle fluctuations; GARCH models;
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
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