Browsing J.E. Cairnes School of Business & Economics by Subject "GARCH"
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Are Economic Growth and the Variability of the Business Cycle Related? Evidence from Five European Countries (National University of Ireland, Galway, 2002)We use a long series of annual data that span over 100 years to examine the relationship between output growth and output growth uncertainty in five European countries. Using the GARCH methodology to proxy output growth ...