Title of article :
Re-examining inflation and inflation uncertainty in developed and emerging countries
Author/Authors :
Elton Daal، نويسنده , , Atsuyuki Naka، نويسنده , , Benito Sanchez، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2005
Abstract :
This paper examines the relationship between inflation and inflation uncertainty for both developed and emerging countries. We find new evidence that suggests positive inflationary shocks have stronger impacts on inflation uncertainty for mainly Latin American countries
Keywords :
Inflation uncertainty , Asymmetric power GARCH , Granger causality
Journal title :
Economics Letters
Journal title :
Economics Letters