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Is Volatility Good for Growth? Evidence from the G7
16 references·0 citing·37 second hop
Is Volatility Good for Growth? Evidence from the G7 (2008)Is Volatility Good for Growth? Evidence f…Forecasting Output and Inflation: The Role of Asset Prices (2003)Forecasting Output and Inflat…Forecasting Output and Inflation: The Role of Asset Prices (2001)Forecasting Output and Inflat…Dynamic Conditional Correlation - a Simple Class of Multivariate GARCH Models (2000)Dynamic Conditional Correlati…A test for constant correlations in a multivariate GARCH model (2000)A test for constant correlati…Multivariate Simultaneous Generalized ARCH (1995)Multivariate Simultaneous Gen…Cross-Country Evidence on the Link Between Volatility and Growth (1994)Cross-Country Evidence on the…On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)On the Relation between the E…Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances (1992)Quasi-maximum likelihood esti…A SENSITIVITY ANALYSIS OF CROSS-COUNTRY GROWTH REGRESSIONS (1991)A SENSITIVITY ANALYSIS OF CRO…Persistence in Variance, Structural Change, and the GARCH Model (1990)Persistence in Variance, Stru…Modelling the Coherence in Short-Run Nominal Exchange Rates: A Multivariate Generalized Arch Model (1990)Modelling the Coherence in Sh…Some recent development in a concept of causality (1988)Some recent development in a …Modeling The persistence Of Conditional Variances: A Comment (1986)Modeling The persistence Of C…Increasing Returns and Long-Run Growth (1986)Increasing Returns and Long-R…A Theory of Ambiguity, Credibility, and Inflation under Discretion and Asymmetric Information (1986)A Theory of Ambiguity, Credib…Economics of Worldwide Stagflation (1985)Economics of Worldwide Stagfl…Some International Evidence on Output-Inflation Tradeoffs. (1973)A Contribution to the Empirics of Economic Growth (1992)Economic Reform and the Process of Global Integration (1995)INSTITUTIONS AND ECONOMIC PERFORMANCE: CROSS‐COUNTRY TESTS USING ALTERNATIVE INSTITUTIONAL MEASURES (1995)Africa's Growth Tragedy: Policies and Ethnic Divisions (1997)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)ARCH modeling in finance (1992)Dynamic Conditional Correlation (2002)Modeling and Forecasting Realized Volatility (2003)Aggregate Dynamics and Staggered Contracts (1980)A Positive Theory of Monetary Policy in a Natural Rate Model (1983)Inflation targeting as a monetary policy rule (1999)Federal Reserve Information and the Behavior of Interest Rates (2000)Official Intervention in the Foreign Exchange Market: Is It Effective and, If So, How Does It Work? (2001)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)A Capital Asset Pricing Model with Time-Varying Covariances (1988)Introductory Econometrics for Finance (2008)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Time Series Analysis Forecasting and Control. (1971)Time Series Analysis: Forecasting and Control (1977)Does financial development cause economic growth? Time-series evidence from 16 countries (1996)The long-run and causal analysis of energy, growth, openness and financial development on carbon emissions in Turkey (2012)Determinants of CO2 emissions in the European Union: The role of renewable and non-renewable energy (2016)A Mathematical Theory of Saving (1928)Rank Correlation Methods. (1957)The Economic Implications of Learning by Doing (1971)On the mechanics of economic development (1988)Endogenous Technological Change (1989)Increasing Returns and Economic Geography (1990)Chapter 8 Growth Econometrics (2005)Financial Globalization: A Reappraisal (2006)Too much finance? (2015)Hysteresis and the European Unemployment Problem (1986)The New Politics of the Welfare State (2001)Oil and the Macroeconomy Since the 1970s (2004)The Cross‐Section of Volatility and Expected Returns (2006)
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References

  • 1986Increasing Returns and Long-Run Growth20,133 cited
  • 1993On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks9,041 cited
  • 1991A SENSITIVITY ANALYSIS OF CROSS-COUNTRY GROWTH REGRESSIONS6,035 cited
  • 1995Multivariate Simultaneous Generalized ARCH4,510 cited
  • 1990Modelling the Coherence in Short-Run Nominal Exchange Rates: A Multivariate Generalized Arch Model3,519 cited
  • 1992Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances3,220 cited
  • 1988Some recent development in a concept of causality2,982 cited
  • 1994Cross-Country Evidence on the Link Between Volatility and Growth1,415 cited
  • 1985Economics of Worldwide Stagflation1,296 cited
  • 1986A Theory of Ambiguity, Credibility, and Inflation under Discretion and Asymmetric Information1,287 cited
  • 1990Persistence in Variance, Structural Change, and the GARCH Model1,188 cited
  • 2000Dynamic Conditional Correlation - a Simple Class of Multivariate GARCH Models1,108 cited
  • 2003Forecasting Output and Inflation: The Role of Asset Prices1,076 cited
  • 2001Forecasting Output and Inflation: The Role of Asset Prices478 cited
  • 2000A test for constant correlations in a multivariate GARCH model

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441 cited
  • 1986Modeling The persistence Of Conditional Variances: A Comment437 cited
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