Economics at your fingertips  

Re-examining inflation and inflation uncertainty in developed and emerging countries

Elton Daal, Atsuyuki Naka and Benito Sanchez
Additional contact information
Elton Daal: University of New Orleans
Atsuyuki Naka: University of New Orleans
Benito Sanchez: University of New Orleans

No 2004-06, Working Papers from University of New Orleans, Department of Economics and Finance

Abstract: This study examines the relationship between inflation and inflation uncertainty for both developed and emerging countries using the asymmetric power GARCH model. We find new evidence that suggests that positive inflationary shocks have stronger impacts on inflation uncertainty for mainly Latin American countries. We also find that inflation causes inflation uncertainty for most countries but the evidence for causality of the opposite direction is mixed.

Keywords: Inflation; Emerging nations; Latin America (search for similar items in EconPapers)
JEL-codes: C22 E31 (search for similar items in EconPapers)
Pages: 14 pages
Date: 2004
New Economics Papers: this item is included in nep-cwa, nep-mac, nep-mon and nep-sea
References: Add references at CitEc
Citations: Track citations by RSS feed

Downloads: (external link) (application/pdf)
Our link check indicates that this URL is bad, the error code is: 500 Can't connect to (No such host is known. )

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:

Access Statistics for this paper

More papers in Working Papers from University of New Orleans, Department of Economics and Finance Contact information at EDIRC.
Bibliographic data for series maintained by Janet Murphy Crane ().

Page updated 2020-10-10
Handle: RePEc:uno:wpaper:2004-06