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American Economic Review Vol. 85 No. 5 1995

Cross-Country Evidence on the Link Between Volatility and Growth

Garey Ramey; Valerie A. Ramey

Abstract

This paper presents empirical evidence against the standard dichotomy in macroeconomics that separates growth from the volatility of economic fluctuations. In a sample of 92 countries as well as a sample of OECD countries, we find that countries with higher volatility have lower growth. The addition of standard control variables strengthens the negative relationship. We also find that government spending-induced volatility is negatively associated with growth even after controlling for both time- and country-fixed effects.

Volume
85
Issue
5
Pages
1138-1151
Sources
bibtex:phds-export.bib

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