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The Growth-Volatility Relationship: New Evidence Based on Stochastic Volatility in Mean Models
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The Growth-Volatility Relationship: New Evidence Based on Stochastic Volatility in Mean Models (2010)The Growth-Volatility Relationship: New E…Output Fluctuations in the United States: What Has Changed Since the Early 1980s? (2006)Output Fluctuations in the Un…Growth and volatility (2006)Growth and volatilityUnderstanding Changes in International Business Cycle Dynamics (2005)Understanding Changes in Inte…The Cost of Business Cycles Under Endogenous Growth (2004)The Cost of Business Cycles U…Recent U.S. Macroeconomic Stability: Good Policies, Good Practices, or Good Luck? (2004)Recent U.S. Macroeconomic Sta…Understanding Changes in International Business Cycle Dynamics (2003)Understanding Changes in Inte…The Long and Large Decline in U.S. Output Volatility (2001)The Long and Large Decline in…Long-term growth and short-term economic instability (2000)Long-term growth and short-te…Machine Replacement and the Business Cycle: Lumps and Bumps (1999)Machine Replacement and the B…VIRTUES OF BAD TIMES Interaction Between Productivity Growth and Economic Fluctuations (1998)VIRTUES OF BAD TIMES Interact…Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models (1998)Stochastic Volatility: Likeli…Cross-Country Evidence on the Link Between Volatility and Growth (1994)Cross-Country Evidence on the…Irreversibility, Uncertainty, and Investment (1990)Irreversibility, Uncertainty,…Modeling The persistence Of Conditional Variances: A Comment (1986)Modeling The persistence Of C…Macroeconomic determinants of growth: Cross-country evidence (1985)Macroeconomic determinants of…Output Fluctuations in the United States: What Has Changed since the Early 1980's?Output Fluctuations in the Un…Optimum consumption and portfolio rules in a continuous-time model (1971)Determinants of corporate borrowing (1977)Option pricing: A simplified approach (1979)Investment and Hysteresis (1992)The Correlates of Change in International Financial Regulation (1997)Environmental Policy and Technological Change (2002)Expectations and the neutrality of money (1972)Some International Evidence on Output-Inflation Tradeoffs. (1973)Economic Reform and the Process of Global Integration (1995)Democracy and growth (1996)Political instability and economic growth (1996)61. Capitalism and Freedom (2002)A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices (1973)Nonparametric exchange rate prediction? (1990)Augmented GARCH (p,q) process and its diffusion limit (1997)International asset allocation under regime switching, skew, and kurtosis preferences (2008)A Conditionally Heteroskedastic Time Series Model for Speculative Prices and Rates of Return (1987)Stochastic Simulation (1987)The Pricing of Options on Assets with Stochastic Volatilities (1987)Non-Gaussian Ornstein–Uhlenbeck-based Models and Some of Their Uses in Financial Economics (2001)Econometric Analysis of Realized Volatility and its Use in Estimating Stochastic Volatility Models (2002)Power and Bipower Variation with Stochastic Volatility and Jumps (2004)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk (2001)Diversification in Banking: Is Noninterest Income the Answer? (2004)The Macroeconomic Effects of Oil Shocks: Why are the 2000s So Different from the 1970s? (2007)Measuring Business Cycles: Approximate Band-Pass Filters for Economic Time Series (1999)Forecasting Using Principal Components From a Large Number of Predictors (2002)Understanding the Evolution of World Business Cycles (2005)GLOBAL BUSINESS CYCLES: CONVERGENCE OR DECOUPLING?* (2008)Panel Vector Autoregressive Models: A Survey (2013)Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)What is an Oil Shock? (2000)Drifts and volatilities: monetary policies and outcomes in the post WWII US (2005)American Economic Review (2019)A Method for Minimizing the Impact of Distributional Assumptions in Econometric Models for Duration Data (1984)Recursive Methods in Economic Dynamics (1989)Gross Job Creation, Gross Job Destruction, and Employment Reallocation (1992)Dynamic Economics: Quantitative Methods and Applications (2003)Idiosyncratic Shocks and the Role of Nonconvexities in Plant and Aggregate Investment Dynamics (2008)Firm Age, Investment Opportunities, and Job Creation (2017)Chapter 8 Growth Econometrics (2005)Financial Globalization: A Reappraisal (2006)Too much finance? (2015)Estimating the Effects of Fiscal Policy in OECD Countries (2003)Institutional causes, macroeconomic symptoms: volatility, crises and growth (2003)Stock Market Volatility and Macroeconomic Fundamentals (2012)
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References

  • 1990Irreversibility, Uncertainty, and Investment2,456 cited
  • 1998Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models2,265 cited
  • n.d.Output Fluctuations in the United States: What Has Changed since the Early 1980's?1,867 cited
  • 1985Macroeconomic determinants of growth: Cross-country evidence1,569 cited
  • 1994Cross-Country Evidence on the Link Between Volatility and Growth1,415 cited
  • 2001The Long and Large Decline in U.S. Output Volatility995 cited
  • 2005Understanding Changes in International Business Cycle Dynamics685 cited
  • 2006Output Fluctuations in the United States: What Has Changed Since the Early 1980s?597 cited
  • 1999Machine Replacement and the Business Cycle: Lumps and Bumps449 cited
  • 1986Modeling The persistence Of Conditional Variances: A Comment437 cited
  • 2004Recent U.S. Macroeconomic Stability: Good Policies, Good Practices, or Good Luck?315 cited
  • 2000Long-term growth and short-term economic instability310 cited
  • 1998VIRTUES OF BAD TIMES Interaction Between Productivity Growth and Economic Fluctuations279 cited
  • 2003Understanding Changes in International Business Cycle Dynamics265 cited
  • 2004The Cost of Business Cycles Under Endogenous Growth

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244 cited
  • 2006Growth and volatility242 cited
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