Inflation uncertainty and economic growth: evidence from the LAD ARCH model

DOI10.1080/02664760903406397OpenAlexW2056200173MaRDI QIDQ5124748

S. Sabri, Ahmad Zubaidi Baharumshah, Nor Aishah Hamzah

Publication date: 30 September 2020

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: http://psasir.upm.edu.my/id/eprint/22841/1/Inflation%20uncertainty%20and%20economic%20growth.pdf

zbMATH Keywords

economic growthinflation uncertaintyLAD ARCH

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Robust estimates for GARCH models
• Prediction via estimating functions
• Generalized autoregressive conditional heteroscedasticity
• Structural change and estimated persistence in the \(GARCH(1,1)\)-model
• Assessing the bias of maximum likelihood estimates of contaminated garch models
• Least absolute deviations estimation for ARCH and GARCH models
• Distribution of the Estimators for Autoregressive Time Series With a Unit Root
• Testing for a unit root in time series regression
• Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
• A Class of Nonlinear Arch Models
• Analytical and Bootstrap Approximations to Estimator Distributions in L 1 Regression
• PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS

This page was built for publication: Inflation uncertainty and economic growth: evidence from the LAD ARCH model