Details about Steven Jan Godfried Trypsteen

Access statistics for papers by Steven Jan Godfried Trypsteen.

Last updated 2018-01-25. Update your information in the RePEc Author Service.

Short-id: ptr288

Working Papers

2014

1. Cross-Country Interactions, the Great Moderation and the Role of Output Volatility in Growth
   Discussion Papers, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM)
   Also in Discussion Papers, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM) (2014) View citations (2)
2. The Importance of a Time-Varying Variance and Cross-Country Interactions in Forecast Models
   Discussion Papers, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM)

Journal Articles

2017

1. The growth-volatility nexus: New evidence from an augmented GARCH-M model
   Economic Modelling, 2017, 63, (C), 15-25 View citations (9)
2. The importance of time‐varying volatility and country interactions in forecasting economic activity
   Journal of Forecasting, 2017, 36, (6), 615-628 View citations (2)