Examining GDP Growth and Its Volatility: An Episodic Approach

Examining GDP Growth and Its Volatility: An Episodic Approach

In this paper, we study economic growth and its volatility from an episodic perspective. We first demonstrate the ability of the genetic algorithm to detect shifts in the volatility and levels of a given time series. Having shown that it works well, we then use it to detect structural breaks that se...

Full description

Bibliographic Details
Main Authors: Jakub Bartak, Łukasz Jabłoński, Agnieszka Jastrzębska
Format: Article
Language:English
Published: MDPI AG 2021-07-01
Series:Entropy
Subjects:
economic growth
volatility
episodes
structural breaks
genetic algorithm
Online Access:https://www.mdpi.com/1099-4300/23/7/890

Internet

https://www.mdpi.com/1099-4300/23/7/890

Similar Items