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

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