This paper examines the asymmetric impact of economic policy uncertainty (EPU) and oil price uncertainty (OPU) on … inflation by using a Nonlinear ARDL (NARDL) model, which is compared to a benchmark linear ARDL one. Using monthly data from the …, especially negative ones, have a stronger impact on inflation than OPU ones and capture some of the monetary policy uncertainty …

Classical theories of monetary economics predict that real stock returns are negatively correlated with inflation when … countries with hyperinflation. In this paper, I examine the stock return-inflation relation under different monetary policy … regimes and conditions using an expanded dataset of 71 economies. Empirical evidence suggests that the stock return-inflation …

Although the inflation rates have been low in recent years, the uncertainties that put downward pressure on inflation … remain the key uncertainties that economies around the world are facing, and they could be unexpectedly persistent. In this …. We use a bivariate VARMA GARCH-in-Mean asymmetric BEKK model to estimate the response of output growth to inflation …

. Investors and speculators such as investment banks, hedge funds, mutual funds, etc. pay close attention to the price and …