Regime dependent effect of output growth on output growth uncertainty: evidence from OECD countries (Q5213459)
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scientific article; zbMATH DE number 7162066
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| English | Regime dependent effect of output growth on output growth uncertainty: evidence from OECD countries |
scientific article; zbMATH DE number 7162066 |
Statements
REGIME DEPENDENT EFFECT OF OUTPUT GROWTH ON OUTPUT GROWTH UNCERTAINTY: EVIDENCE FROM OECD COUNTRIES (English)
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3 February 2020
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ANSTGARCH model
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output growth
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regime switching model
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uncertainty
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0.7640937566757202
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0.7512052655220032
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0.7345046997070312
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0.7297846078872681
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