Macroeconomic uncertainty, inflation and growth: Regime-dependent effects in the G7

The Relation Between Inflation and Inflation Uncertainty In Iran

Revisiting the Effects of Growth Uncertainty on Inflation in Iran:An Application of GARCH-in-Mean Models

This paper investigates the relationship between inflation and growth uncertainty in Iran for the period of 1988-2008 by using quarterly data. We employ Generalized Autoregressive Conditional Heteroscedasticity in Mean (GARCH-M) model to estimate time-varying conditional residual variance of growth, as a standard measures of growth uncertainty. The empirical evidence shows that growth uncertain...

Modeling the Impact of Inflation Uncertainty on Food Sector Growth

Background: One of the most fundamental objectives of the macroeconomic policies is to realize the relationship between economic growth and inflation. According to some monetary policy advisors, inflation reflects erosion in consumer’s purchasing power. Inflation as an important economic variable, affect the economic growth and its impact on economic growth has been proposed in various theories...

the effects of inflation targating on macroeconomic performance: inflaction and growth

the main purpose of this research has been to investigate whether inflation targeting improves macroeconomic performance as measured by the behavior of inflation, economic output and their variability among the countries employing inflation targeting. in this regard we have looked for empirical evidence in a world sample of 21 developed and developing inflation targeting countries before and af...

Forecasting Mexico’s Inflation: the Effects of an Inflation Targeting Regime

This paper studies the effects the implementation of an inflation targeting (IT) regime has on the dynamics of inflation in Mexico. We contextualize the need for a regime change and study whether the implementation of this regime has made a considerable change in the dynamics of inflation in Mexico. Consumer prices are modelled using a markup model. The markup model suggests a long run relation...