The inflation and output variability tradeoff: Evidence from a GARCH model

DOI10.1016/S0165-1765(98)00212-2zbMath0915.90066WikidataQ127975066 ScholiaQ127975066MaRDI QIDQ1277718

Jim Lee

Publication date: 2 March 1999

Published in: Economics Letters (Search for Journal in Brave)

zbMATH Keywords

GARCHconditional variancetradeoff

Mathematics Subject Classification ID

Economic time series analysis (91B84)

Cites Work

• Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances

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