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文章基本信息

  • 标题:The Relationship between Growth and Volatility under Alternative Shocks
  • 本地全文:下载
  • 作者:Ragchaasuren Galindev
  • 期刊名称:Discussion Papers / Department of Economics, University of Essex
  • 出版年度:2005
  • 卷号:2005
  • 出版社:University of Essex
  • 摘要: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.
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