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The Links between Inflation, Inflation Uncertainty, Output and Output Uncertainty in Iran (in Persian)

Author

Listed:
  • Mehrara, Mohsen

    (Iran)

  • Mojab, Ramin

    (Iran)

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 level of oil revenues can raise nominal uncertainty¡ while real uncertainty is arisen by oil revenues. This study could not reject the hypothesis that nominal and real uncertainty has no effect on output growth.

Suggested Citation

  • Mehrara, Mohsen & Mojab, Ramin, 2010. "The Links between Inflation, Inflation Uncertainty, Output and Output Uncertainty in Iran (in Persian)," Journal of Monetary and Banking Research (فصلنامه پژوهش‌های پولی-بانکی), Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 1(2), pages 1-30, March.
    • Handle: RePEc:mbr:jmbres:v:1:y:2010:i:2:p:1-30
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    Cited by:

    1. Abdi Seyyedkolaee, Mohammad & Aghaei, Majid & Abbaspoor, Parisa, 2022. "The Impact of Oil Price Fluctuations on Bank Lending Power in Iran: An Application of GMM Approach [El impacto de las fluctuaciones del precio del petróleo en el poder de préstamo bancario en Irán:," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, vol. 34(1), pages 177-190, December .

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