The Links between Inflation, Inflation Uncertainty, Output and Output Uncertainty in Iran

Mohsen Mehrara and Ramin Mojab

Journal of Monetary and Banking Research (فصلنامه پژوهش‌های پولی-بانکی), 2010, vol. 1, issue 2, 1-30

Abstract: By applying conditional variance modeling and Granger causality test، we specified some important determinants of real and nominal uncertainty in Iran (1960-2006). In addition we investigated the negative effects of these uncertainties on output growth. Our results show that an increase in the rate of inflation and a decrease in the

Keywords: Nominal Uncertainty; Real Uncertainty; GARCH Models (search for similar items in EconPapers)
Date: 2010
References: Add references at CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
http://jmbr.mbri.ac.ir/article-1-29-en.pdf (application/pdf)
http://jmbr.mbri.ac.ir/article-1-29-en.html (text/html)
http://jmbr.mbri.ac.ir/article-1-29-fa.html (text/html)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:mbr:jmbres:v:1:y:2010:i:2:p:1-30

Access Statistics for this article

More articles in Journal of Monetary and Banking Research (فصلنامه پژوهش‌های پولی-بانکی) from Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran
Bibliographic data for series maintained by P. R. ().