Modelling Tails of Aggregated Economic Processes in a Stochastic Growth Model

Stéphane Auray, Aurélien Eyquem and Frédéric Jouneau-Sion
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Frédéric Jouneau-Sion: GATE Lyon Saint-Étienne - Groupe d'Analyse et de Théorie Economique Lyon - Saint-Etienne - ENS de Lyon - École normale supérieure de Lyon - Université de Lyon - UL2 - Université Lumière - Lyon 2 - UCBL - Université Claude Bernard Lyon 1 - Université de Lyon - UJM - Université Jean Monnet - Saint-Étienne - CNRS - Centre National de la Recherche Scientifique

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Keywords: Economic growth; Unified growth theory; Heteroskedasticity; Fat tails (search for similar items in EconPapers)
Date: 2014
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Published in Computational Statistics and Data Analysis, 2014, 76, pp. 76-94

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Related works:
Journal Article: Modeling tails of aggregate economic processes in a stochastic growth model (2014)
Working Paper: Modelling Tails of Aggregated Economic Processes in a Stochastic Growth Model (2012)
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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:halshs-00995703

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