Živkov, Dejan; Kovačević, Jelena; … - In: Baltic journal of economics 20 (2020) 2, pp. 218-242
This paper investigates how inflation and its uncertainty impact GDP growth in eight Central and Eastern European … Countries. Inflation uncertainty series are created examining several GARCH models in combination with three different … distribution functions, while the nonlinear effect of inflation and its uncertainty on GDP growth is assessed in the Bayesian …