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Replication of Grier, Henry, Olekalns and Shields (2004): the Asymmetric Effects of Uncertainty on Inflation and Output Growth*

* This paper is a replication of an original study

Author

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  • Christos S. Savva

Abstract

In their influential work Grier et al.(The asymmetric effects of uncertainty on inflation and output growth. Journal of Applied Econometrics 2004; 19 : 551–565) examine the effects of growth and inflation uncertainties on their average rates. The current study replicates their main results and performs a similar analysis on a more recent dataset. Their findings are confirmed to a large extent. Copyright © 2015 John Wiley & Sons, Ltd.

Suggested Citation

  • Christos S. Savva, 2016. "Replication of Grier, Henry, Olekalns and Shields (2004): the Asymmetric Effects of Uncertainty on Inflation and Output Growth," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 31(6), pages 1192-1196, September.
    • Handle: RePEc:wly:japmet:v:31:y:2016:i:6:p:1192-1196
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    Replication

    This item is a replication of:
  • Kevin B. Grier & Ólan T. Henry & Nilss Olekalns & Kalvinder Shields, 2004. "The asymmetric effects of uncertainty on inflation and output growth," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 19(5), pages 551-565.

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