Gross domestic product growth, volatility and regime changes nexus: the case of Portugal

This paper provides evidence of the behavior of GDP growth volatility in Portugal over the period from 1961 to 2016 with the main objective of measuring the degree of asymmetry of GDP growth rates volatility across the business cycles and its persistence over time. The methodological setting benefit...

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Bibliographic Details
Main Author: Andraz, Jorge (author)
Other Authors: Norte, Nélia (author)
Format: article
Language:eng
Published: 2019
Subjects:
Output variability tradeoff
Real gdp
United-states
Garch model
Economic-growth
Inflation
Japan
Uncertainty
Variance
Kingdom
Online Access:http://hdl.handle.net/10400.1/13178
Country:Portugal
Oai:oai:sapientia.ualg.pt:10400.1/13178

Internet

http://hdl.handle.net/10400.1/13178

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