Alternative characterization of the volatility in the growth rate of real GDP

Japan and the World Economy

Volumn 15, Issue 2, 2003, Pages 223-231

  Bhar, Ramaprasad ^a   Hamori, Shigeyuki ^b  

^a UNIVERSITY OF NEW SOUTH WALES   (Australia)

^b KOBE UNIVERSITY   (Japan)

Author keywords

GARCH; Markov switching model; Volatility

Indexed keywords

EID: 0037376383     PISSN: 09221425     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0922-1425(02)00012-9     Document Type: Article

References (12)

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