This study investigates the asymmetric and time-varying causality between inflation and inflation uncertainty in South … features of inflation series simultaneously by measuring inflation uncertainty as the conditional variance of inflation …’s hypothesis. This implies that past information on inflation can help improve the one-step-ahead prediction of inflation …

turn, postulates an inverted u-shaped relationship between environmental pollutants and output. The empirical literature on …

The persistence property of inflation is an important issue for not only economists, but, especially for central banks …, given that the degree of inflation persistence determines the extent to which central banks can control inflation. Also, not … only is the level of inflation persistence that is important in economic analyses, but also the question of whether the …

This paper analyses the empirical relationship between inflation and growth using a panel data estimation technique … time levels, we find that a statistically significant negative relationship exists between inflation and growth for the … inflation rates above the critical threshold levels of 9% and 30% which are endogenously determined. Furthermore, we remedy the …

We try and detect whether there exists a threshold level of inflation for the US economy over 1801-2013, beyond which … semiparametric (SNP-IV) methods to obtain inflation thresholds for the United States. The results suggest that the relationship … between growth and inflation is hump shaped—that higher levels of inflation reduce growth more. Our results consistently show …

The conduct of inflation targeting is heavily dependent on accurate inflation forecasts. Non-linear models have … African infl ation by means of non-linear models and using a long historical dataset of seasonally-adjusted monthly inflation …, given the fact that 1969:10 marks the beginning of a protracted rising trend in South African inflation data, we estimate …

This paper exploits the Lucas’ (1973) signal extraction model to study the effect of uncertainty in the output-inflation … trade-off on inflation, using a monetary model with asymmetric central bank preferences over inflation and output. We show …. Secondly, as suggested in an optimal rule, it causes output to contract by less whenever inflation increases above the target …

The oil price-inflation relationship has been at the center of attention among economists and policy makers, especially … after 1970’s oil shocks that resulted to a significant increase in the inflation rate in number of countries around the … world. In this study, we aim to investigate the evolving relationship between oil price and inflation in South Africa, using …