Title of article
Inflation, output growth, volatility and causality: evidence from panel data and the G7 countries
Author/Authors
Nicholas Apergis، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2004
Pages
7
From page
185
To page
191
Abstract
This study investigates, through univariate GARCH models and a panel set for the G7, whether there is any causality between inflation, output growth, and inflation uncertainty. The results suggest that inflation affects output growth, while inflation causes inflation uncertainty.
Keywords
Inflation , Volatility , Output growth , Panel GARCH estimates , Panel causality
Journal title
Economics Letters
Serial Year
2004
Journal title
Economics Letters
Record number
435405
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