On the relationship between growth and volatility
By K. Blackburn, Alessandra Pelloni. 2004
113 citations recorded by the source corpus.
Subfields: Economics and Econometrics, Finance
View Paper: https://www.semanticscholar.org/paper/9afb124273e31a46217bbb3b324286035e5be4b9
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In Economics and Econometrics
In Finance
Citations in the corpus
- Inflation Uncertainty, Output Growth Uncertainty and Macroeconomic Performance (2006, background): “2 Blackburn and Pelloni (2004) in a stochastic monetary growth model show that the correlation”
- Inflation, output growth, and nominal and real uncertainty: Empirical evidence for the G7 (2007, background): “ Blackburn and Pelloni (2004) in a stochastic monetary growth model show that the correlation between output growth and its variability is a function of the type of shocks buffeting the economy.”