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1. On the link between volatility and growth: evidence from Canadian Provinces

Author

Joseph P. DeJuan and Simon Gurr

Subjects
Economics and Econometrics, Economy, Econometrics, Economics, Volatility (finance), Panel data
Abstract

This study examines the relationship between business-cycle volatility and economic growth using data from 10 Canadian provinces over the 1961–2000 period. Test results based on cross-section and panel data estimation indicate, at best, a weak positive volatility–growth relationship.

Published
2004
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