Mallik, Girijasankar; Chowdhury, Anis - In: Journal of Economic Studies 38 (2011) September, pp. 414-429
and growth uncertainty for Australia. Design/methodology/approach – Multivariate EGARCH models has been used to estimate … the relationship between inflation, inflation uncertainty, growth and growth uncertainty for Australia. Findings – Using … inflation-targeting monetary policy in Australia. Research limitations/implications – Multivariate EGARCH model can be used to …