Volatility of real GDP: Some evidence from the United States, the United Kingdom and Japan

Japan and the World Economy

Volumn 12, Issue 2, 2000, Pages 143-152

  Hamori, Shigeyuki ^a  

^a KOBE UNIVERSITY   (Japan)

Author keywords

E GARCH; E32; E37; GARCH; Real growth rates; T GARCH

Indexed keywords

EID: 0012447294     PISSN: 09221425     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0922-1425(99)00032-8     Document Type: Article

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