CROSS-COUNTRY EVIDENCE ON OUTPUT GROWTH VOLATILITY: NONSTATIONARY VARIANCE AND GARCH MODELS

WenShwo Fang, Stephen M. Miller () and ChunShen Lee

Scottish Journal of Political Economy, 2008, vol. 55, issue 4, pages 509-541

Date: 2008
View citations in EconPapers

Downloads: (external link)
http://www.blackwell-synergy.com/doi/abs/10.1111/j.1467-9485.2008.00464.x link to full text (text/html)
Access to full text is restricted to subscribers.

Related works:
Working Paper: Cross-Country Evidence on Output Growth Volatility: Nonstationary Variance and GARCH Models (2008)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: http://EconPapers.repec.org/RePEc:bla:scotjp:v:55:y:2008:i:4:p:509-541

Ordering information: This journal article can be ordered from
http://www.blackwell ... bs.asp?ref=0036-9292

Scottish Journal of Political Economy is edited by Robert A. Hart, Andrew Hughes-Hallett and Campbell Leith

More articles in Scottish Journal of Political Economy from Scottish Economic Society
Series data maintained by Christopher F. Baum ().