The determinants of macroeconomic volatility: A Bayesian model averaging approach
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- Chien-Chiang Lee & Godwin O Olasehinde-Williams & Ifedolapo Olabisi Olanipekun, 2022. "GDP volatility implication of tourism volatility in South Africa: A time-varying approach," Tourism Economics, , vol. 28(2), pages 435-450, March.
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More about this item
Keywords
Macroeconomic volatility; Growth; Government policy; Bayesian model averaging; Model selection;All these keywords.
JEL classification:
- F00 - International Economics - - General - - - General
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
- O47 - Economic Development, Innovation, Technological Change, and Growth - - Economic Growth and Aggregate Productivity - - - Empirical Studies of Economic Growth; Aggregate Productivity; Cross-Country Output Convergence
- C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
- E60 - Macroeconomics and Monetary Economics - - Macroeconomic Policy, Macroeconomic Aspects of Public Finance, and General Outlook - - - General
NEP fields
This paper has been announced in the following NEP Reports:- NEP-FDG-2010-11-27 (Financial Development and Growth)
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