Heidari, Hassan; Katircioglu, Salih Turan; Bashiri, Sahar - In: Journal of Business Economics and Management 14 (2013) 5, pp. 819-832
<title>Abstract</title>This paper investigates the relationship between inflation, economic growth and their respective uncertainties in Iran for the period of 1988-2008 by using quarterly data. We employ a Bivariate Generalized Autoregressive Conditional Heteroskedasticity-in-Mean (BGARCH-M) model to examine...