Conditional growth volatility and sectoral comovement in U.S. industrial production, 1828–1915
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DOI: 10.1007/s00181-019-01740-2
Abstract: This article investigates conditional growth volatility for industrial production in the U.S. during 1828–1915, taking as a reference sectoral and aggregate indexes constructed in connection to Davis (Quart J Econ 119:1177–1215, 2004 ). The period… read more here.
Keywords: conditional growth; growth volatility; volatility; industrial production ... See more keywords