framework we examine the twelve potential intertemporal relationships between inflation, growth and their respective … uncertainties using US data. We find that high inflation is detrimental to output growth both directly and indirectly via the … nominal uncertainty. Output growth boosts inflation but mainly indirectly through a reduction in real uncertainty. Our …

This paper aims to investigate the relationship between inflation and inflation uncertainty in the Turkish economy by … using contemporaneous Exponential GARCH (EGARCH) estimation methodology. Our findings indicate that inflation leads to … inflation uncertainty, and dealing with the information content of this relationship, the conditional variance of inflation …

This study provides cross country robust evidence on interdependencies among inflation, output growth and respective … uncertainties for the current era of low inflation policies. We attribute the extant empirical disagreement on these relations to … means to assess the robustness of empirical findings. Over the entire cross section, we find that both inflation and …

In this paper, the preceding / causal relationships between inflation and inflation uncertainty have been tried to be … inflationary shocks are associated with statistically significant and quantitatively larger levels of inflation uncertainty than … are negative shocks. Our estimation results indicate that inflation in fact leads to inflation uncertainty in line with …

This paper explores bidirectional linkage between inflation and its uncertainty by observing monthly data of 11 Eastern … European countries. The methodological approach comprises two steps. First, inflation uncertainty series have been created by … choosing an optimal Generalized Autoregressive Conditional Heteroskedasticity- (GARCH) type model. Subsequently, inflation and …

This paper examines the extent to which changes in exchange rates result in changes in Turkish domestic inflation … that exchange rate shocks feed into domestic inflation, first at the level of manufacturers’ prices and then at the level … manufacturer price index in determining Turkish inflation rates. In addition, the decline in the exchange rate pass-through impact …

This study analyzes long-term relation between inflation and relative price variability in Turkey. Vector …:1-2008:12. Findings obtained from VARMA models show that there is a strong positive relationship in the long-term between inflation and …

concerned with the modelling and forecasting of two U.S. macroeconomic time series: inflation and industrial production. …

In this study, the causal relationships between inflation, output growth and uncertainty have been re-examined for the … period with monthly data, the mutual Granger causality between inflation and inflation uncertainty cannot be rejected in a … the output growth uncertainty. Some evidence have also been obtained in favor of that an increase in inflation uncertainty …

This study analyzes long-term relation between inflation and relative price variability in Turkey. Vector …:1-2008:12. Findings obtained from VARMA models show that there is a strong positive relationship in the long-term between inflation and …