Inflation and Output Growth Uncertainty and their Relationship with Inflation and Output Growth

dc.contributor.author	Fountas, Stilianos	en
dc.date.accessioned	2010-07-15T13:32:21Z	en
dc.date.available	2010-07-15T13:32:21Z	en
dc.date.issued	2001	en
dc.identifier.citation	Fountas, S., Karanasos M. & Kim J. (2001) "Inflation and Output Growth Uncertainty and their Relationship with Inflation and Output Growth" (Working Paper No. 0053) Department of Economics, National University of Ireland, Galway.	en
dc.identifier.uri	http://hdl.handle.net/10379/1194	en
dc.description.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.	en
dc.format	application/pdf	en
dc.language.iso	en	en
dc.publisher	National University of Ireland, Galway	en
dc.rights	Attribution-NonCommercial-NoDerivs 3.0 Ireland
dc.rights.uri	https://creativecommons.org/licenses/by-nc-nd/3.0/ie/
dc.subject	Economics	en
dc.subject	Inflation	en
dc.subject	Output growth	en
dc.subject	Uncertainty	en
dc.subject	Granger-causality	en
dc.subject	Bivariate	en
dc.title	Inflation and Output Growth Uncertainty and their Relationship with Inflation and Output Growth	en
dc.type	Working Paper	en
dc.description.peer-reviewed	peer-reviewed	en
nui.item.downloads	338

Except where otherwise noted, this item's license is described as Attribution-NonCommercial-NoDerivs 3.0 Ireland