Rizvi, Syed Kumail Abbas; Naqvi, Bushra - Volkswirtschaftliche Fakultät, … - 2009
The primary purpose of this study is to model and analyze inflation volatility in ten selected Asian economies. We used … quarterly data of inflation from 1987Q1 to 2008Q4 to model inflation volatility as time varying process through different … symmetric and asymmetric GARCH specifications. We also proposed to model inflation volatility on the basis of cyclic component …