The Relationship between Growth and Volatility under Alternative Shocks

Ragchaasuren Galindev

Economics Discussion Papers from University of Essex, Department of Economics

Abstract: This paper presents a simple stochastic endogenous growth model with multiple shocks a preference shock and a learning shock. The model is used to predict alternative relationships between growth and volatility on the basis of the underlying impulse source of fluctuations.

Date: 2005
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