Nasr, Adnen Ben; Balcilar, Mehmet; Ajmi, Ahdi N.; Aye, … - Department of Economics, Faculty of Economic and … - 2014
This study investigates the asymmetric and time-varying causality between inflation and inflation uncertainty in South … features of inflation series simultaneously by measuring inflation uncertainty as the conditional variance of inflation …’s hypothesis. This implies that past information on inflation can help improve the one-step-ahead prediction of inflation …