An empirical investigation of the U.S. GDP growth : a Markov switching approach
This thesis is composed of three separate yet related empirical studies. In Chapter 2, we empirically investigate the effects of inflation uncertainty on output growth for the U.S. economy using both monthly and quarterly data over 1960-2009. Employing a Markov regime switching approach, we show tha...
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University of Sheffield
2013
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| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.564200 |