Inflation and Inflation Uncertainty Nexus: Empirical Evidence from Pakistan

Inflation and Inflation Uncertainty Nexus: Empirical Evidence from Pakistan

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This study examines relationship between Inflation and Inflation uncertainty for Pakistan using monthly data over 1957:1-2007:12. ARMA-GARCH model is applied to estimate conditional volatility of inflation. Findings of the study support Friedman-Ball hypothesis for Pakistan as Granger-causality test...

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Bibliographic Details
Main Authors: Sajid Amin Javed, Saud Ahmed Khan, Azad Haider, Farzana Shaheen
Format: Article
Language:English
Published: EconJournals 2012-09-01
Series:International Journal of Economics and Financial Issues
Subjects:
friedman-ball hypothesis
inflation uncertainty
garch
granger causality
Online Access:https://dergipark.org.tr/tr/pub/ijefi/issue/31954/351849?publisher=http-www-cag-edu-tr-ilhan-ozturk

Internet

https://dergipark.org.tr/tr/pub/ijefi/issue/31954/351849?publisher=http-www-cag-edu-tr-ilhan-ozturk

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