Scaling the volatility of GDP growth rates

Author:

Canning D,Amaral L.A.N,Lee Y,Meyer M,Stanley H.E

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference16 articles.

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2. Amaral L.A.N., Buldyrev S.V., Havin S., Salinger M.A., Stanley H.E., 1997. Power law scaling for a system of interacting units with complex internal structure. Mimeo, Center for Polymer Studies, Boston University.

3. Aggregate fluctuations from independent sectoral shocks: Self organized criticality in a model with production and inventory dynamics;Bak;Richerche Economiche,1993

4. Self organized criticality—an explanation of 1/f noise;Bak;Physical Review Letters,1987

5. International real business cycles;Backus;Journal of Political Economy,1992

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