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Economics Letters 60 (1998) 335--341
by
Scaling The Volatility
,
D. Canning
,
L. A. N. Amaral
,
Y. Lee
,
M. Meyer
,
H. E. Stanley
BibTeX
@MISC{Volatility_economicsletters,
author = {Scaling The Volatility and D. Canning and L. A. N. Amaral and Y. Lee and M. Meyer and H. E. Stanley},
title = {Economics Letters 60 (1998) 335--341},
year = {}
}
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Abstract
The distribution of shocks to GDP growth rates is found to be exponential rather than normal. Their standard deviation scales with GDP where b 520.1560.03. These macroeconomic results place restrictions on the microeconomic structure of interactions between agents. 1998 Elsevier Science S.A.
