INTERLINKAGE OF MACROECONOMIC UNCERTAINTY AND MACROECONOMIC PERFORMANCE: EVIDENCE FROM ASEAN-5 COUNTRIES PANEL VAR

This paper examines the interrelationship between inflation, inflation uncertainty, growth, and growth uncertainty. We find a negative effect of output uncertainty on output growth and a positive effect of output growth on output uncertainty. Inflation uncertainty has a negative effect on the inflat...

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Bibliographic Details
Published in:Buletin Ekonomi Moneter dan Perbankan
Main Author: Rifai Afin
Format: Article
Language:English
Published: Bank Indonesia 2023-03-01
Subjects:
inflation
growth
uncertainty
panel egarch
panel var
Online Access:https://bulletin.bmeb-bi.org/bmeb/vol26/iss1/9

Internet

https://bulletin.bmeb-bi.org/bmeb/vol26/iss1/9

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