Comovements and Structural Factors of Macroeconomic Volatility in Developing and Transition Economies: A Dynamic Panel Data Approach (original) (raw)

Asian Economic and Financial Review, 2013

Abstract

This study examines the comovements of some economic variables and explores the structural factors of macroeconomic volatility in developing and transition economies, using dynamic panel technique. According to an analysis of variance and covariance, we conclude that macroeconomic volatilities are higher in these countries compared to developed economies and consumption volatilities exceed those of production in developing and transition economies.

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