Inflation uncertainty and economic growth: evidence from the LAD ARCH model
نویسندگان
چکیده
منابع مشابه
Inflation, Inflation Uncertainty, Political Stability, and Economic Growth
Several authors report regressions where inflation slows economic growth. These results have been criticized because of their sensitivity to the sample analyzed and because there does not appear to be a strong theoretical reason for believing that inflation significantly lowers growth. Indeed, researchers have suggested that inflation proxies for inflation uncertainty or poor economic policy. M...
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This paper uses a new data set that better measures inflation uncertainty to investigate the effects of inflation and inflation uncertainty on economic growth. In the cross section of forty-four countries that the new data allows, inflation uncertainty has a significant negative impact on economic growth. Uncertainty performs better than inflation crisis as an explanatory variable of economic g...
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15 صفحه اولInflation and Inflation Uncertainty Revisited: Evidence from Egypt
The welfare costs of inflation and inflation uncertainty are well documented in the literature and empirical evidence on the link between the two is sparse in the case of Egypt. This paper investigates the causal relationship between inflation and inflation uncertainty in Egypt using monthly time series data during the period January 1974–April 2015. To endogenously control for any potential st...
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ژورنال
عنوان ژورنال: Journal of Applied Statistics
سال: 2011
ISSN: 0266-4763,1360-0532
DOI: 10.1080/02664760903406397