increased growth uncertainty is associated with significantly higher average growth, and that higher inflation uncertainty is …We study the effects of growth volatility and inflation volatility on average rates of output growth and inflation for … the conditional covariance of inflation and growth to be both nondiagonal and asymmetric. We show that the data reject …

and output growth to shocks documenting statistically significant asymmetries and spillovers. Uncertainty about inflation … is a determinant of output uncertainty, while higher growth volatility tends to raise inflation volatility. Both …: Asymmetry, Inflation, Output Growth, Variance Impulse Response Functions …

inflation uncertainty. Inflation uncertainty is derived from uncertainty in the macro variables that are deemed to be important … for future inflation. The paper focuses on the technical derivation of inflation forecast skewness from uncertainty in … such macro variables. The uncertainty in these macro variables is based on their historical standard deviations, but we …

The Friedman-Ball hypothesis implies a link between the inflation rate and inflation uncertainty. In this paper we … employ a new test for the joint null hypothesis of no dependence effects and no asymmetry in the G7 inflation volatility. The … inflation uncertainty in the U.S., U.K. and Canada. In addition, positive inflationary shocks are found to generate greater …

for two popular forms of asymmetry, deepness and steepness, using a battery of nonparametric tests. In addition, we …

and services, although the differences are not dramatic. The size of price decreases plays a key role in inflation …

and services, although the differences are not dramatic. The size of price decreases plays a key role in inflation … and so cancel one another out. -- Price rigidity ; inflation …

The current paper analyzes the effects macroeconomic variables on inflation in of Sudan. The selected data set was from … was followed by relative stabilization and less inflation rates. Similar changes in the monetary policies were observed … there are negative effects of some macroeconomic variables on inflation, specifically GDP which records (β=6.0). Thus, GDP …

The main focus of the present paper is to analyze the impacts of financial policy on inflation rates. The analysis … utilized to reflect the relations between financial policy and inflation. Thus, more lights are shed on the fact that the first … components represented in governmental expenditure and taxation and the dependant variable inflation. The results show that there …