EconPapers    
Economics at your fingertips  
 

Inflation and Output Growth Uncertainty and their Relationship with Inflation and Output Growth

Stilianos Fountas () and Karanasos Menelaos ()
Additional contact information
Karanasos Menelaos: Department of Economics, National University of Ireland, Galway

No 53, Working Papers from National University of Ireland Galway, Department of Economics

Abstract: Using a bivariate GARCH model of inflation and output growth we find evidence that higher inflation and more inflation uncertainty lead to lower output growth in the Japanese economy. These results support the argument of a price stability objective for the monetary authority.

Keywords: Inflation; Output Growth; Uncertainty; Granger-Causality; Bivariate. GARCH (search for similar items in EconPapers)
JEL-codes: C22 C51 C52 E0 (search for similar items in EconPapers)
Date: 2001, Revised 2001
References: Add references at CitEc
Citations: View citations in EconPapers (1) Track citations by RSS feed

Published in Economics Letters, 2002, vol. 75/3, pp. 293-301.

Downloads: (external link)
http://www.economics.nuig.ie/resrch/paper.php?pid=58 First version, 2001 (application/pdf)
Our link check indicates that this URL is bad, the error code is: 404 Not Found (http://www.economics.nuig.ie/resrch/paper.php?pid=58 [301 Moved Permanently]--> http://www.nuigalway.ie/business-public-policy-law/cairnes/subjectareas/economics/resrch/paper.php?pid=58)
http://www.economics.nuig.ie/resrch/paper.php?pid=58 Revised version, 2001 (application/pdf)
Our link check indicates that this URL is bad, the error code is: 404 Not Found (http://www.economics.nuig.ie/resrch/paper.php?pid=58 [301 Moved Permanently]--> http://www.nuigalway.ie/business-public-policy-law/cairnes/subjectareas/economics/resrch/paper.php?pid=58)

Related works:
Journal Article: Inflation and output growth uncertainty and their relationship with inflation and output growth (2002) Downloads
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:nig:wpaper:0053

Access Statistics for this paper

More papers in Working Papers from National University of Ireland Galway, Department of Economics Contact information at EDIRC.
Bibliographic data for series maintained by Srinivas Raghavendra ().

 
Page updated 2019-11-20
Handle: RePEc:nig:wpaper:0053