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Macroeconomic uncertainty, growth and inflation in the Eurozone: a causal approach

Vasilios Plakandaras (), Rangan Gupta (), Periklis Gogas () and Theophilos Papadimitriou ()

Applied Economics Letters, 2018, vol. 25, issue 14, 1029-1033

Abstract: In this article, we evaluate the causal relationship between macroeconomic uncertainty indices, inflation and growth rate for 17 Eurozone countries on a county-level examination. In performing a series of linear and nonlinear causality tests, we find little evidence of a causal relationship between uncertainty and macroeconomic variables. Thus, macroeconomic analysis based on uncertainty indices should be treated with caution.

Date: 2018
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Working Paper: Macroeconomic Uncertainty, Growth and Inflation in the Eurozone: A Causal Approach (2017)
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