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

DOI10.1016/S0165-1765(02)00009-5zbMath1041.91033OpenAlexW2053863351MaRDI QIDQ1605251

Stilianos Fountas, Menelaos Karanasos, Jinki Kim

Publication date: 15 July 2002

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0165-1765(02)00009-5

zbMATH Keywords

InflationUncertaintyGranger-causalityBivariate GARCHOutput growth

Mathematics Subject Classification ID

Economic growth models (91B62)

Related Items (3)

Estimation and decomposition of food price inflation risk ⋮ Uncertainty in the housing market: evidence from US states ⋮ Non-parametric determination of real-time lag structure between two time series: the ‘optimal thermal causal path’ method

Cites Work

• Estimation and Control of a Macroeconomic Model with Rational Expectations

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