REGIME DEPENDENT EFFECT OF OUTPUT GROWTH ON OUTPUT GROWTH UNCERTAINTY: EVIDENCE FROM OECD COUNTRIES

DOI10.1111/BOER.12158zbMATH Open1429.91208OpenAlexW2804736272WikidataQ129788715 ScholiaQ129788715MaRDI QIDQ5213459

Nityananda Sarkar, Kushal Banik Chowdhury

Publication date: 3 February 2020

Published in: Bulletin of Economic Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/boer.12158

zbMATH Keywords

uncertaintyoutput growthregime switching modelANSTGARCH model

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Economic growth models (91B62)

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