BOUOIYOUR, Jamal; SELMI, Refk - Centre D'Analyse Théorique et de Traitement des … - 2014
The nexus between inflation and its uncertainty has been a topic of wide dispute. Using wavelet decomposition and with special reference to Egypt for the period 1960:M06-2013:M12, we find that the focal relationship varies substantially among the different frequencies involved. In the short-run,...