Inflation and Inflation Uncertainty Nexus: Empirical Evidence from Pakistan
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...
| Main Authors: | , , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
EconJournals
2012-09-01
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| Series: | International Journal of Economics and Financial Issues |
| Subjects: | |
| Online Access: | https://dergipark.org.tr/tr/pub/ijefi/issue/31954/351849?publisher=http-www-cag-edu-tr-ilhan-ozturk |
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