𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Measuring the determinants of business cycle synchronization using a panel approach

✍ Scribed by Pedro André Cerqueira; Rodrigo Martins

Book ID
116422157
Publisher
Elsevier Science
Year
2009
Tongue
English
Weight
136 KB
Volume
102
Category
Article
ISSN
0165-1765

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Volatility dynamics of the US business c
Volatility dynamics of the US business cycle: A multivariate asymmetric GARCH approach
✍ Kin-Yip Ho; Albert K. Tsui; Zhaoyong Zhang 📂 Article 📅 2009 🏛 Elsevier Science 🌐 English ⚖ 508 KB

Most empirical investigations of the business cycles in the United States have excluded the dimension of asymmetric conditional volatility. This paper analyses the volatility dynamics of the US business cycle by comparing the performance of various multivariate generalised autoregressive conditional