• Title of article

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

  • Author/Authors

    Stilianos Fountas، نويسنده , , Menelaos Karanasos، نويسنده , , Jinki Kim، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2002
  • Pages
    9
  • From page
    293
  • To page
    301
  • Abstract
    Using a bivariate GARCH model of inflation and output growth we find evidence that higher inflation and more inflation uncertainty lead to lower output growth in the Japanese economy. These results support the argument of a price stability objective for the monetary authority.
  • Keywords
    Inflation , Output growth , Uncertainty , Granger-causality , Bivariate GARCH
  • Journal title
    Economics Letters
  • Serial Year
    2002
  • Journal title
    Economics Letters
  • Record number

    434935

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=434935