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 2012-01-01
Series:International Journal of Economics and Financial Issues
Subjects:
Friedman-Ball Hypothesis
Inflation Uncertainty
GARCH
Granger Causality
Pakistan
Online Access:http://www.econjournals.com/index.php/ijefi/article/view/149/pdf

Internet

http://www.econjournals.com/index.php/ijefi/article/view/149/pdf

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