Does energy consumption volatility affect real GDP volatility? : an empirical analysis for the UK
Year of publication: |
2013
|
---|---|
Authors: | Rashid, Abdul ; Kandemir Kocaaslan, Ozge |
Published in: |
International Journal of Energy Economics and Policy : IJEEP. - Mersin : EconJournals, ISSN 2146-4553, ZDB-ID 2632577-9. - Vol. 3.2013, 4, p. 384-394
|
Subject: | energy consumption volatility | GDP volatility | asymmetry | Markov switching ARCH models | Markov regime switching models | Volatilität | Volatility | ARCH-Modell | ARCH model | Markov-Kette | Markov chain | Energiekonsum | Energy consumption | Nationaleinkommen | National income | Schätzung | Estimation | Konjunktur | Business cycle | Großbritannien | United Kingdom |
-
Keating, John William, (2012)
-
Threshold models in time series analysis : some reflections
Tong, Howell, (2015)
-
GDP growth and the interdependency of volatility spillovers
Karunanayake, Indika, (2012)
- More ...
-
The causal link between energy and output growth: Evidence from Markov switching Granger causality
Kandemir Kocaaslan, Ozge, (2013)
-
Regime dependent effects of inflation uncertainty on real growth : a Markov switching approach
Caglayan, Mustafa, (2016)
-
Oil price uncertainty and unemployment
Kandemir Kocaaslan, Ozge, (2019)
- More ...