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

Author

Listed:
  • Fountas, Stilianos
  • Karanasos,Menelaos

    (Department of Economics, National University of Ireland, Galway)

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.

Suggested Citation

  • Fountas, Stilianos & Karanasos,Menelaos, 2001. "Inflation and Output Growth Uncertainty and their Relationship with Inflation and Output Growth," Working Papers 0053, National University of Ireland Galway, Department of Economics, revised 2001.
    • Handle: RePEc:nig:wpaper:0053
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    File URL: http://www.economics.nuig.ie/resrch/paper.php?pid=58
    File Function: First version, 2001
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    File URL: http://www.economics.nuig.ie/resrch/paper.php?pid=58
    File Function: Revised version, 2001
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    Keywords

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    JEL classification:

    • C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
    • C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
    • C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
    • E0 - Macroeconomics and Monetary Economics - - General

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