Javed, Sajid Amin; Khan, Saud Ahmad; Haider, Azad; … - In: International Journal of Economics and Financial Issues 2 (2012) 3, pp. 348-356
:1-2007:12. ARMA-GARCH model is applied to estimate conditional volatility of inflation. Findings of the study support Friedman-Ball … hypothesis for Pakistan as Granger-causality test reveals that inflation affects inflation uncertainty positively. We find no …