Showing 1 - 10 of 8,701
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 …
Persistent link: https://www.econbiz.de/10008758143
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 …
Persistent link: https://www.econbiz.de/10013068979
In the late 90's, after severe financial and economic crisis, accompanied by inflation and exchange rate instability …, Eastern Europe emerged into two groups of countries with radically contrasting monetary regimes (Currency Boards and Inflation … relationship between inflation, output growth, nominal and real uncertainties from 2000 till now. In other words, we test the …
Persistent link: https://www.econbiz.de/10013084532
In the late 90's, after severe financial and economic crisis, accompanied by inflation and exchange rate instability …, Eastern Europe emerged into two groups of countries with radically contrasting monetary regimes (Currency Boards and Inflation … relationship between inflation, output growth, nominal and real uncertainties from 2000 till now. In other words, we test the …
Persistent link: https://www.econbiz.de/10009743358
nowcasting Philippine inflation, real GDP growth, and other related macroeconomic variables. It focuses on variations of mixed …
Persistent link: https://www.econbiz.de/10014094788
This paper examines long memory volatility in international stock markets. We show that long memory volatility is widespread in a panel dataset of eighty-two countries and that the degree of memory in the panel can be related to macroeconomic variables such as short- and long-run interest rates...
Persistent link: https://www.econbiz.de/10012853413
This study provides estimates of economic uncertainty and inflation uncertainty for the Greek economy and considers … their time-varying impact on the corresponding macroeconomic variables, i.e. GDP growth and inflation. The authors find that …
Persistent link: https://www.econbiz.de/10014077830
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 …
Persistent link: https://www.econbiz.de/10011422216
Persistent link: https://www.econbiz.de/10001636776
Persistent link: https://www.econbiz.de/10001236238