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The Relationship between Growth and Volatility under Alternative Shocks

Ragchaasuren, Galindev (2005) The Relationship between Growth and Volatility under Alternative Shocks. Working Paper. University of Essex, Department of Economics, Economics Discussion Papers, Colchester.

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Abstract

This paper presents a simple stochastic endogenous growth model with multiple shocks a preference shock and a learning shock. The model is used to predict alternative relationships between growth and volatility on the basis of the underlying impulse source of fluctuations.

Item Type: Monograph (Working Paper)
Subjects: H Social Sciences > HB Economic Theory
Divisions: Faculty of Social Sciences > Economics, Department of
Depositing User: Jim Jamieson
Date Deposited: 28 Aug 2014 13:44
Last Modified: 28 Aug 2014 13:44
URI: http://repository.essex.ac.uk/id/eprint/9980

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