Inflation, Output Growth and their Uncertainties: A Multivariate GARCH-M Modeling Evidence for Nigeria
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- Perekunah B. Eregha & Arcade Ndoricimpa, 2019. "Inflation, Output Growth and their Uncertainties: A Multivariate GARCH-M Modeling Evidence for Nigeria," Working Papers of the African Governance and Development Institute. 19/060, African Governance and Development Institute..
- Perekunah B. Eregha & Arcade Ndoricimpa, 2019. "Inflation, Output Growth and their Uncertainties: A Multivariate GARCH-M Modeling Evidence for Nigeria," Research Africa Network Working Papers 19/060, Research Africa Network (RAN).
References listed on IDEAS
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- Ndoricimpa, Arcade, 2015. "Inflation, output growth and their uncertainties in South Africa: Empirical evidence from an asymmetric multivariate GARCH-M model," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 39(3), pages 5-17.
- Logue, Dennis E & Sweeney, Richard James, 1981. "Inflation and Real Growth: Some Empirical Results: A Note," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 13(4), pages 497-501, November.
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More about this item
Keywords
Inflation; Inflation Uncertainty; Output; Output Uncertainty; BEKK GARCH-M;All these keywords.
JEL classification:
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- E0 - Macroeconomics and Monetary Economics - - General
NEP fields
This paper has been announced in the following NEP Reports:- NEP-MAC-2019-09-30 (Macroeconomics)
- NEP-MON-2019-09-30 (Monetary Economics)
- NEP-ORE-2019-09-30 (Operations Research)
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