Economics, Econometrics and Finance
4 years ago

Inflation and Uncertainty Linked: Impact on Economy Revealed

RePEc: Research Papers in Economics
A GARCH Model of Inflation and Inflation Uncertainty with Simultaneous Feedback
Stilianos Fountas, Menelaos Karanasos, Marika Karanassou

Paper Summary

The article explores how inflation and inflation uncertainty are related using a GARCH model. The researchers found evidence supporting a positive two-way connection between inflation and inflation uncertainty, as predicted by economic theory.

Related papers

Economics, Econometrics and Finance
3 years ago

Inflation volatility in Turkey positively impacts inflation rates over time.

Oil Price Shocks
Macroeconomic Analysis
International Finance
1 view
32 years ago

Why does high inflation raise inflation uncertainty?

Economics, Econometrics and Finance
5 years ago

Pakistan's Inflation Dynamics Call for Focus on Price Stability

Oil Price Shocks
Macroeconomic Analysis
Islamic Banking
1 view