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Inflation, output growth and their uncertainties : some multivariate GARCH-M evidence for Nigeria
Eregha, Perekunah B.; Ndoricimpa, Arcade - In: Journal of social and economic development 24 (2022) 1, pp. 197-210
Persistent link: https://www.econbiz.de/10013272772
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Inflation, output growth and their uncertainties : a multivariate GARCH-M modeling evidence for Nigeria
Eregha, Perekunah B.; Ndoricimpa, Arcade - 2019
The study applies a BEKK GARCH-M model to examine the effect of uncertainty on the levels of inflation and output growth in Nigeria. The results suggest a significant positive effect of inflation uncertainty on the level of inflation, supporting the Cukierman and Meltzer (1986) hypothesis. In...
Persistent link: https://www.econbiz.de/10012102787