Replication of Grier, Henry, Olekalns and Shields (2004): the Asymmetric Effects of Uncertainty on Inflation and Output Growth

被引：0

作者：

Savva, Christos S. ^{[1
,2
]}

机构：

[1] Cyprus Univ Technol, Dept Commerce Finance & Shipping, Limassol, Cyprus

[2] Univ Manchester, Ctr Growth & Business Cycle Res, Manchester M13 9PL, Lancs, England

来源：

JOURNAL OF APPLIED ECONOMETRICS | 2016年 / 31卷 / 06期

关键词：

D O I：

10.1002/jae.2462

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

In their influential work Grier et al.(The asymmetric effects of uncertainty on inflation and output growth. Journal of Applied Econometrics 2004; 19: 551-565) examine the effects of growth and inflation uncertainties on their average rates. The current study replicates their main results and performs a similar analysis on a more recent dataset. Their findings are confirmed to a large extent. Copyright (c) 2015 John Wiley & Sons, Ltd.

引用

页码：1192 / 1196

页数：5

共 49 条

[1] The asymmetric effects of uncertainty on inflation and output growth
Grier, KB
Henry, OT
Olekalns, N
Shields, K
[J]. JOURNAL OF APPLIED ECONOMETRICS, 2004, 19 (05) : 551 - 565
[2] Inflation and output growth uncertainty and their relationship with inflation and output growth
Fountas, S
Karanasos, M
Kim, J
[J]. ECONOMICS LETTERS, 2002, 75 (03) : 293 - 301
[3] Inflation, inflation uncertainty and output growth in the USA
Bhar, Ramprasad
Mallik, Girijasankar
[J]. PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, 2010, 389 (23) : 5503 - 5510
[4] ASYMMETRIC EFFECTS OF INFLATION AND INFLATION UNCERTAINTY ON OUTPUT GROWTH: EVIDENCE FROM TURKEY BASED ON THRESHOLD AUTOREGRESSIVE (TAR) MODEL
Esen, Omer
Akin, Arzu
[J]. SYMMETRY-CULTURE AND SCIENCE, 2023, 34 (01): : 27 - 44
[5] Asymmetric effects of inflation shocks on inflation uncertainty
Caporale B.
Caporale T.
[J]. Atlantic Economic Journal, 2002, 30 (4) : 385 - 388
[6] THE COMMON EFFECTS OF INFLATION AND OUTPUT GROWTH UNCERTAINTY ON TURKISH ECONOMY
Kose, Nezir
Terzioglu, M. Kenan
[J]. 10TH INTERNATIONAL DAYS OF STATISTICS AND ECONOMICS, 2016, : 903 - 914
[7] The Impact of Inflation Uncertainty on Output Growth and Inflation in Thailand
Jiranyakul, Komain
Opiela, Timothy P.
[J]. ASIAN ECONOMIC JOURNAL, 2011, 25 (03) : 291 - 307
[8] Inflation uncertainty, output growth uncertainty and macroeconomic performance
Fountas, Stilianos
Karanasos, Menelaos
Kim, Jinki
[J]. OXFORD BULLETIN OF ECONOMICS AND STATISTICS, 2006, 68 (03) : 319 - 343
[9] Measuring the effects of inflation and inflation uncertainty on output growth in the central and eastern European countries
Zivkov, Dejan
Kovacevic, Jelena
Papic-Blagojevic, Natasa
[J]. BALTIC JOURNAL OF ECONOMICS, 2020, 20 (02) : 218 - 242
[10] Effect of inflation uncertainty, output uncertainty and oil price on inflation and growth in Australia
Mallik, Girijasankar
Chowdhury, Anis
[J]. JOURNAL OF ECONOMIC STUDIES, 2011, 38 (04) : 414 - +

← 1 2 3 4 5 →