Inflation and output growth uncertainty and their relationship with inflation and output growth

Economics Letters

Volumn 75, Issue 3, 2002, Pages 293-301

  Fountas, Stilianos ^a   Karanasos, Menelaos ^b   Kim, Jinki ^b  

^a NATIONAL UNIVERSITY OF IRELAND   (Ireland)

^b UNIVERSITY OF YORK   (United Kingdom)

Author keywords

Bivariate GARCH; Granger causality; Inflation; Output growth; Uncertainty

Indexed keywords

EID: 0036012239     PISSN: 01651765     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0165-1765(02)00009-5     Document Type: Article

References (13)

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8. Nobel lecture: Inflation and Unemployment
9. On inflation and inflation uncertainty in the G7 countries
10. The effects of real and nominal uncertainty on inflation and output growth: Some GARCH-M evidence
11. Inflation and uncertainty: Tests for temporal ordering
12. Estimation and control of a macroeconomic model with rational expectations