How Fat‐Tailed is <scp>US</scp> Output Growth?

DOI10.1111/MECA.12067zbMath1411.62349OpenAlexW1816899880MaRDI QIDQ4617777

Reiner Franke

Publication date: 7 February 2019

Published in: Metroeconomica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/meca.12067

zbMATH Keywords

structural breakexponential power distributionoutput volatility

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84)

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