Sintim-Aboagye, Hermann; Chakraborty, Chandana; … - In: Economic Issues Journal Articles 17 (2012) 2, pp. 95-110
We subject country level data to causality tests within a panel cointegration framework, to examine the relationship between inflation rates and the uncertainty of inflation for a panel of twenty two emerging economies, over the time period 1968 to 2010. Using the GARCH framework, a time series...