The impact of volatility on growth in China

Laurenceson, James and Rodgers, Danielle (2010) The impact of volatility on growth in China. Frontiers of Economics in China, 5 4: 527-536. doi:10.1007/s11459-010-0111-3

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Author Laurenceson, James
Rodgers, Danielle
Title The impact of volatility on growth in China
Journal name Frontiers of Economics in China   Check publisher's open access policy
ISSN 1673-3444
1673-3568
Publication date 2010-12
Sub-type Article (original research)
DOI 10.1007/s11459-010-0111-3
Volume 5
Issue 4
Start page 527
End page 536
Total pages 10
Place of publication Beijing, China
Publisher Gaodeng Jiaoyu Chubanshe (Higher Education Press)
Collection year 2011
Language eng
Abstract China’s path to emerging as the world’s second largest economy has not been a smooth one. This paper considers whether the volatility of growth has had an impact on the trend rate of growth. In doing so it aims to promote a better understanding of the determinants of China’s impressive trend rate of growth and also shed light on questions such as whether the trend rate of growth might have been even higher had the government and central bank been better able to offset volatility. Utilizing a GARCH-M model, the results of the empirical analysis suggest that the impact of volatility has been either positive or insignificant, but not negative.
Keyword China
Volatility
Output growth
GARCH-M
Q-Index Code C1
Q-Index Status Confirmed Code
Institutional Status UQ

Document type: Journal Article
Sub-type: Article (original research)
Collections: Official 2011 Collection
School of Economics Publications
 
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Created: Mon, 06 Dec 2010, 13:19:39 EST by Alys Hohnen on behalf of School of Economics