REGIME DEPENDENT EFFECT OF OUTPUT GROWTH ON OUTPUT GROWTH UNCERTAINTY: EVIDENCE FROM OECD COUNTRIES

Chowdhury Kushal Banik; Sarkar Nityananda

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REGIME DEPENDENT EFFECT OF OUTPUT GROWTH ON OUTPUT GROWTH UNCERTAINTY: EVIDENCE FROM OECD COUNTRIES

机译：产出增长对产出增长不确定性的制度依赖效应：经合组织国家的证据

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This paper studies the impact of output growth on output growth uncertainty by considering two important issues hitherto not properly and adequately addressed to in the existing empirical studies specifying this relationship. These are: (i) the possible existence of a threshold level of output growth, and the consequent identification of two regimes characterized by high and low output growth, and (ii) whether or not the coefficient capturing the causal link is different in these two output growth states. This paper proposes a regime switching model to study this asymmetric effect for 16 OECD countries. Based on monthly time-series observations, our results strongly support that the impact varies significantly between the two output growth regimes with the coefficient in the high growth regime being negative for majority of the countries.

机译：本文通过考虑两个重要的问题来研究产出增长对产出增长不确定性的影响，而这两个问题在现有的经验研究中没有正确和充分地说明这种关系。它们是：（i）可能存在一个阈值水平的产出增长，并因此确定了以高产出增长和低产出增长为特征的两种制度，以及（ii）两者之间因果关系的系数是否不同产出增长状态。本文提出了一种政权转换模型来研究16个经合组织国家的这种不对称效应。根据每月的时间序列观察，我们的结果强烈支持这两种产出增长方式之间的影响差异很大，而高增长方式中的系数对大多数国家来说都是负数。

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来源
《Bulletin of economic research》 |2019年第3期|257-282|共26页
作者
Chowdhury Kushal Banik; Sarkar Nityananda;
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作者单位

Indian Stat Inst, North East Ctr, Tezpur 784028, Assam, India;

Indian Stat Inst, Kolkata, India;

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正文语种 eng
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关键词
ANSTGARCH model; output growth; regime switching model; uncertainty; C24; E32;

机译：ANSTGARCH模型;输出增长;制度转换模型;不确定度;C24;E32;

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1. REGIME DEPENDENT EFFECT OF OUTPUT GROWTH ON OUTPUT GROWTH UNCERTAINTY: EVIDENCE FROM OECD COUNTRIES [J] . Chowdhury Kushal Banik, Sarkar Nityananda Bulletin of economic research . 2019,第3期

机译：产量增长对产出增长不确定性的制度依赖性：来自经合组织国家的证据
2. Is there a role for uncertainty in forecasting output growth in OECD countries? Evidence from a time-varying parameter-panel vector autoregressive model [J] . Aye Goodness C., Gupta Rangan, Lau Chi Keung Marco, Applied Economics . 2019,第31a33期

机译：在预测经合组织国家的产出增长中不确定性是否有作用？时变参数面板矢量自回归模型的证据
3. Is there a role for uncertainty in forecasting output growth in OECD countries? Evidence from a time-varying parameter-panel vector autoregressive model [J] . Aye Goodness C., Gupta Rangan, Lau Chi Keung Marco, Applied Economics . 2019,第31a33期

机译：在经合组织国家预测产出增长的不确定性是否存在作用？来自时变的参数面板矢量自动评级模型的证据
4. HOW DEPENDENT IS GROWTH FROM PRIMARY ENERGY? AN ASSESMENT FOR OECD COUNTRIES [C] . Gaêl GIRAUD, Zeynep KAHRAMAN IAEE international conference;International Association for Energy Economics . 2015

机译：初级能源的增长如何？经合组织国家评估
5. Money growth uncertainty, inflation uncertainty and real output growth: Empirical evidence. [D] . Lee, Seungjun. 1994

机译：货币增长不确定性，通胀不确定性和实际产出增长：经验证据。
6. Does military spending stifle economic growth? The empirical evidence from non-OECD countries [O] . Muhammad Azam 2020

机译：军队支出是否扼杀了经济增长？非经合组织国家的经验证据
7. Are output growth-rate distributions fat-tailed? Some evidence from OECD countries [O] . Giorgio Fagiolo, Mauro Napoletano, Andrea Roventini 2016

机译：产出增长率分布是否会变胖？来自经合组织国家的一些证据

REGIME DEPENDENT EFFECT OF OUTPUT GROWTH ON OUTPUT GROWTH UNCERTAINTY: EVIDENCE FROM OECD COUNTRIES

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