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Citations for "The effects of real and nominal uncertainty on inflation and output growth: some garch-m evidence"

by Kevin B. Grier & Mark J. Perry

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  1. Brian Piper, 2014. "Factor-Specific Productivity," Working Papers 1401, Sam Houston State University, Department of Economics and International Business.
  2. Strohsal, Till & Weber, Enzo, 2010. "Mean-Variance Cointegration and the Expectations Hypothesis," University of Regensburg Working Papers in Business, Economics and Management Information Systems 442, University of Regensburg, Department of Economics.
  3. Fernández-Villaverde, Jesús & Rubio-Ramírez, Juan Francisco, 2010. "Macroeconomics and Volatility: Data, Models, and Estimation," CEPR Discussion Papers 8169, C.E.P.R. Discussion Papers.
  4. Christian Grimme & Steffen Henzel & Elisabeth Wieland, 2014. "Inflation uncertainty revisited: a proposal for robust measurement," Empirical Economics, Springer, vol. 47(4), pages 1497-1523, December.
  5. Don Bredin & Stilianos Fountas, 2005. "Macroeconomic Uncertainty And Macroeconomic Performance: Are They Related?," Manchester School, University of Manchester, vol. 73(s1), pages 58-76, 09.
  6. Stilianos Fountas & Alexandra Ioannidis & Menelaos Karanasos, 2004. "Inflation, inflation uncertainty, and a common European Monetary Policy," Money Macro and Finance (MMF) Research Group Conference 2003 30, Money Macro and Finance Research Group.
  7. Hassan Heidari & Salih Turan Katircioglu & Sahar Bashiri, 2013. "Inflation, inflation uncertainty and growth in the Iranian economy: an application of BGARCH-M model with BEKK approach," Journal of Business Economics and Management, Taylor & Francis Journals, vol. 14(5), pages 819-832, November.
  8. Christopher F. Baum & Mustafa Caglayan, 2008. "The Volatility of International Trade Flows and Exchange Rate Uncertainty," Boston College Working Papers in Economics 695, Boston College Department of Economics.
  9. Conrad, C. & Karanasos, M., 2005. "On the inflation-uncertainty hypothesis in the USA, Japan and the UK: a dual long memory approach," Japan and the World Economy, Elsevier, vol. 17(3), pages 327-343, August.
  10. Hachicha, Ahmed & Lean Hooi Hooi, 2013. "Inflation, inflation uncertainty and output in Tunisia," Economics Discussion Papers 2013-1, Kiel Institute for the World Economy.
  11. Korap, Levent, 2009. "On the links between inflation, output growth and uncertainty: system-GARCH evidence from the Turkish economy," MPRA Paper 19054, University Library of Munich, Germany.
  12. Berument, Hakan & Yalcin, Yeliz & Yildirim, Julide, 2009. "The effect of inflation uncertainty on inflation: Stochastic volatility in mean model within a dynamic framework," Economic Modelling, Elsevier, vol. 26(6), pages 1201-1207, November.
  13. Bredin, Don & Fountas, Stilianos, 2009. "Macroeconomic uncertainty and performance in the European Union," Journal of International Money and Finance, Elsevier, vol. 28(6), pages 972-986, October.
  14. Theodoros Mitrakos & Panos Tsaklogou & Ioannis Cholezas, 2010. "Determinants of the wage rates in Greece with an emphasis on the wages of tertiary education graduates," Economic Bulletin, Bank of Greece, issue 34, pages 7-40, September.
  15. Fang, WenShwo & Miller, Stephen M., 2009. "Modeling the volatility of real GDP growth: The case of Japan revisited," Japan and the World Economy, Elsevier, vol. 21(3), pages 312-324, August.
  16. Russell, Bill, 2013. "Arch and Structural Breaks in United States Inflation," SIRE Discussion Papers 2013-115, Scottish Institute for Research in Economics (SIRE).
  17. Jesus Fernandez-Villaverde & Pablo Guerron-Quintana & Juan F. Rubio-Ramírez & Martin Uribe, 2009. "Risk Matters: The Real Effects of Volatility Shocks," PIER Working Paper Archive 09-013, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
  18. Andreou Elena & Pelloni Alessandra & Sensier Marianne, 2008. "Is volatility good for growth? Evidence from the G7," wp.comunite 0041, Department of Communication, University of Teramo.
  19. Rizvi, Syed Kumail Abbas & Naqvi, Bushra, 2009. "Inflation Volatility: An Asian Perspective," MPRA Paper 19489, University Library of Munich, Germany.
  20. Syed Kumail Abbas Naqvi & Bushra Naqvi, 2010. "Asymmetric Behavior of Inflation Uncertainty and Friedman-Ball Hypothesis: Evidence from Pakistan," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, vol. 15(2), pages 1-33, Jul-Dec.
  21. 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.
  22. repec:hal:wpaper:hal-00951544 is not listed on IDEAS
  23. Hasanov, Mübariz & Omay, Tolga, 2010. "The relationship between inflation, output growth, and their uncertainties: Evidence from selected CEE countries," MPRA Paper 23764, University Library of Munich, Germany.
  24. James D. Hamilton, 2008. "Macroeconomics and ARCH," NBER Working Papers 14151, National Bureau of Economic Research, Inc.
  25. Keith Blackburn & Alessandra Pelloni, 2005. "Growth, cycles, and stabilization policy," Oxford Economic Papers, Oxford University Press, vol. 57(2), pages 262-282, April.
  26. Zacharias Bragoudakis & Stelios Panagiotou, 2010. "Determinants of the receipts from shipping services: the case of Greece," Economic Bulletin, Bank of Greece, issue 34, pages 41-55, September.
  27. Stilianos Fountas, 2010. "Inflation, inflation uncertainty and growth: are they related ?," Discussion Paper Series 2010_12, Department of Economics, University of Macedonia, revised Dec 2010.
  28. Stilianos Fountas & Menelaos Karanasos, 2008. "Are economic growth and the variability of the business cycle related ? Evidence from five European countries," Discussion Paper Series 2008_17, Department of Economics, University of Macedonia, revised Dec 2008.
  29. Hartmann, Matthias & Conrad, Christian, 2014. "Cross sectional evidence on the relation between monetary policy, macroeconomic conditions and low-frequency inflation uncertainty," Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100477, Verein für Socialpolitik / German Economic Association.
  30. Korap, Levent & Saatçioğlu, Cem, 2009. "New time series evidence for the causality relationship between inflation and inflation uncertainty in the Turkish economy," MPRA Paper 19246, University Library of Munich, Germany.
  31. Menelaos Karanasos & Stefanie Schurer, 2008. "Is the Relationship between Inflation and Its Uncertainty Linear?," German Economic Review, Verein für Socialpolitik, vol. 9, pages 265-286, 08.
  32. Guglielmo Maria Caporale & Luca Onorante & Paolo Paesani, 2009. "Inflation and Inflation Uncertainty in the Euro Area," Discussion Papers of DIW Berlin 909, DIW Berlin, German Institute for Economic Research.
  33. Barbara Annicchiarico & Alessandra Pelloni, 2014. "Productivity growth and volatility: how important are wage and price rigidities?," Oxford Economic Papers, Oxford University Press, vol. 66(1), pages 306-324, January.
  34. Chang, Kuang-Liang, 2012. "The impacts of regime-switching structures and fat-tailed characteristics on the relationship between inflation and inflation uncertainty," Journal of Macroeconomics, Elsevier, vol. 34(2), pages 523-536.
  35. Jorg Dopke, 2004. "How Robust is the Empirical Link between Business-Cycle Volatility and Long-Run Growth in OECD Countries?," International Review of Applied Economics, Taylor & Francis Journals, vol. 18(1), pages 1-23.
  36. Christos S. Savva & Kyriakos C. Neanidis & Denise R. Osborn, 2007. "Business Cycle Synchronization of the Euro Area with the New and Negotiating Member Countries," Centre for Growth and Business Cycle Research Discussion Paper Series 91, Economics, The Univeristy of Manchester.
  37. Wilson, Bradley Kemp, 2006. "The links between inflation, inflation uncertainty and output growth: New time series evidence from Japan," Journal of Macroeconomics, Elsevier, vol. 28(3), pages 609-620, September.
  38. Levent, Korap, 2009. "Enflasyon ve enflasyon belirsizliği ilişkisi için G7 ekonomileri üzerine bir inceleme
    [An investigation for the inflation and inflation uncertainty relationship upon the G7 economies]
    ," MPRA Paper 19478, University Library of Munich, Germany.
  39. M. Berument & Yeliz Yalcin & Julide Yildirim, 2011. "The inflation and inflation uncertainty relationship for Turkey: a dynamic framework," Empirical Economics, Springer, vol. 41(2), pages 293-309, October.
  40. Adnen Ben Nasr & Mehmet Balcilar & Ahdi N. Ajmi & Goodness C. Aye & Rangan Gupta & Reneé van Eyden, 2014. "Causality between Inflation and Inflation Uncertainty in South Africa: Evidence from a Markov-Switching Vector Autoregressive Model," Working Papers 201453, University of Pretoria, Department of Economics.
  41. Mario Quagliariello, 2007. "Macroeconomic uncertainty and banks' lending decisions: The case of Italy," Temi di discussione (Economic working papers) 615, Bank of Italy, Economic Research and International Relations Area.
  42. Christian Bordes & Samuel Maveyraud, 2008. "The Friedman's and Mishkin's Hypotheses (Re)Considered," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00308571, HAL.
  43. Andrade, P. & Ghysels, E. & Idier, J., 2012. "Tails of Inflation Forecasts and Tales of Monetary Policy," Working papers 407, Banque de France.
  44. Berument, Hakan & Yuksel, Ebru, 2007. "Effects of adopting inflation targeting regimes on inflation variability," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 375(1), pages 265-273.
  45. Apergis, Nicholas, 2004. "Inflation, output growth, volatility and causality: evidence from panel data and the G7 countries," Economics Letters, Elsevier, vol. 83(2), pages 185-191, May.
  46. Francis Vitek, 2002. "An Empirical Analysis of Dynamic Interrelationships Among Inflation, Inflation Uncertainty, Relative Price Dispersion, and Output Growth," Working Papers 02-39, Bank of Canada.
  47. Herro, Nicholas & Murray, James, 2011. "Dynamics of Monetary Policy Uncertainty and the Impact on the Macroeconomy," MPRA Paper 30387, University Library of Munich, Germany.
  48. repec:hal:journl:hal-00308571 is not listed on IDEAS
  49. Annicchiarico, B. & Corrado, L. & Pelloni, A., 2008. "Long-Term Growth and Short-Term Volatility: The Labour Market Nexus," Cambridge Working Papers in Economics 0823, Faculty of Economics, University of Cambridge.
  50. Ahmad Zubaidi Baharumshah & Siew-Voon Soon, 2014. "Inflation, inflation uncertainty and output growth: what does the data say for Malaysia? Abstract Purpose–The purpose of this paper is to examine the causal relationships between inflation, output gro," Journal of Economic Studies, Emerald Group Publishing, vol. 3(3), pages 370-386.
  51. Grier, Kevin B. & Perry, Mark J., 1998. "On inflation and inflation uncertainty in the G7 countries," Journal of International Money and Finance, Elsevier, vol. 17(4), pages 671-689, August.
  52. Guglielmo Maria Caporale & Alexandros Kontonikas, 2006. "The Euro And Inflation Uncertainty In The European Monetary Union," Economics and Finance Discussion Papers 06-01, Economics and Finance Section, School of Social Sciences, Brunel University.
  53. Jiranyakul, Komain & Opiela, Timothy P., 2010. "Inflation and inflation uncertainty in the ASEAN-5 economies," Journal of Asian Economics, Elsevier, vol. 21(2), pages 105-112, April.
  54. Wu, Jyh-Lin & Chen, Show-Lin & Lee, Hsiu-Yun, 2003. "Sources of inflation uncertainty and real economic activity," Journal of Macroeconomics, Elsevier, vol. 25(3), pages 397-409, September.
  55. Carlos Fernández, 2001. "Further Evidence on Friedman's Hypothesis," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 38(115), pages 257-273.
  56. Maria Grydaki & Stilianos Fountas, 2008. "Exchange Rate Volatility and Output Volatility: a Theoretical Approach," Discussion Paper Series 2008_16, Department of Economics, University of Macedonia, revised Dec 2008.
  57. Fountas, Stilianos & Karanasos, Menelaos, 2007. "Inflation, output growth, and nominal and real uncertainty: Empirical evidence for the G7," Journal of International Money and Finance, Elsevier, vol. 26(2), pages 229-250, March.
  58. Mamadou Abdoulaye KONTE & Cheikh Tidiane NDIAYE, 2012. "Incertitude de l'inflation et croissance économique : le cas de l'UEMOA," Working Papers 753, Orleans Economic Laboratorys, University of Orleans.
  59. Khan, Muhammad & Kebewar, mazen & Nenovsky, Nikolay, 2013. "Inflation Uncertainty, Output Growth Uncertainty and Macroeconomic Performance: Comparing Alternative Exchange Rate Regimes in Eastern Europe," MPRA Paper 45523, University Library of Munich, Germany.
  60. Donal Bredin & Stilianos Fountas, 2007. "Inflation, inflation uncertainty, and Markov regime switching heteroskedasticity: Evidence from European countries," Money Macro and Finance (MMF) Research Group Conference 2006 125, Money Macro and Finance Research Group.
  61. Ewing, Bradley T. & Thompson, Mark A., 2008. "Industrial production, volatility, and the supply chain," International Journal of Production Economics, Elsevier, vol. 115(2), pages 553-558, October.
  62. Conrad, Christian & Karanasos, Menelaos & Zeng, Ning, 2010. "The link between macroeconomic performance and variability in the UK," Economics Letters, Elsevier, vol. 106(3), pages 154-157, March.
  63. Stefan C. Norrbin & F. Pinar Yigit, 2005. "The Robustness of the Link between Volatility and Growth of Output," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 141(2), pages 343-356, July.
  64. Rizvi, Syed Kumail Abbas & Naqvi, Bushra, 2008. "Asymmetric Behavior of Inflation Uncertainty and Friedman-Ball Hypothesis: Evidence from Pakistan," MPRA Paper 19488, University Library of Munich, Germany.
  65. Steffen Henzel & Malte Rengel, 2014. "Dimensions of Macroeconomic Uncertainty: A Common Factor Analysis," CESifo Working Paper Series 4991, CESifo Group Munich.
  66. Berument, M. Hakan & Yalcin, Yeliz & Yildirim, Julide, 2012. "Inflation and inflation uncertainty: A dynamic framework," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(20), pages 4816-4826.
  67. Narayan, Paresh Kumar & Narayan, Seema & Smyth, Russell, 2009. "Understanding the inflation-output nexus for China," China Economic Review, Elsevier, vol. 20(1), pages 82-90, March.
  68. Shu-Chin Lin & Dong-Hyeon Kim, 2014. "The link between economic growth and growth volatility," Empirical Economics, Springer, vol. 46(1), pages 43-63, February.
  69. Giordani, Paolo & Soderlind, Paul, 2003. "Inflation forecast uncertainty," European Economic Review, Elsevier, vol. 47(6), pages 1037-1059, December.
  70. Torsten Schmidt & Lina Zwick, 2013. "Uncertainty and Episodes of Extreme Capital Flows in the Euro Area," Ruhr Economic Papers 0461, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Ruhr-Universität Bochum, Universität Dortmund, Universität Duisburg-Essen.
  71. Ramaprasad Bhar, 2010. "Stochastic Filtering With Applications In Finance:," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 7736, December.
  72. Barbara Caporale & Tony Caporale, 2002. "Asymmetric effects of inflation shocks on inflation uncertainty," Atlantic Economic Journal, International Atlantic Economic Society, vol. 30(4), pages 385-388, December.
  73. Keith Blackburn & Dimitrios Varvarigos, 2008. "Human capital accumulation and output growth in a stochastic environment," Economic Theory, Springer, vol. 36(3), pages 435-452, September.
  74. Christian Conrad & Menelaos Karanasos, 2008. "Modeling Volatility Spillovers between the Variabilities of US Inflation and Output: the UECCC GARCH Model," Working Papers 0475, University of Heidelberg, Department of Economics, revised Sep 2008.
  75. Dimitrios Varvarigos, 2006. "On stabilisation policy: Are there conflicting implications for growth and welfare?," Discussion Paper Series 2006_19, Department of Economics, Loughborough University, revised Jul 2006.
  76. Tolga Omay, 2011. "The relationship between inflation, output growth, and their uncertainties: Nonlinear Multivariate GARCH-M evidence," Economics Bulletin, AccessEcon, vol. 31(4), pages 3006-3015.
  77. Galindev Ragchaasuren, 2005. "The Relationship between Growth and Volatility under Alternative Shocks," Economics Discussion Papers 589, University of Essex, Department of Economics.
  78. Dimitrios Varvarigos, 2007. "Volatile public spending in a model of money and sustainable growth," Discussion Paper Series 2007_18, Department of Economics, Loughborough University, revised Jul 2007.
  79. Paresh Kumar Narayan & Seema Narayan, 2011. "The inflation-output nexus:empirical evidence from India, Brazil and South Africa," Financial Econometics Series 2011_06, Deakin University, Faculty of Business and Law, School of Accounting, Economics and Finance.
  80. Guglielmo maria Coporale & Alexandros Kontonikas, 2006. "The EURO and Inflation Uncertainty In The EMU," Working Papers 2005_13, Business School - Economics, University of Glasgow.
  81. Russell, Bill & Chowdhury, Rosen Azad, 2012. "Estimating United States Phillips Curves With Expectations Consistent With The Statistical Process Of Inflation," SIRE Discussion Papers 2012-13, Scottish Institute for Research in Economics (SIRE).
  82. Bipradas Rit, 2012. "The Relationship between Inflation, Inflation Uncertainty and Output Growth in India," Working Papers 1211, Indian Institute of Foreign Trade.
  83. Heather Gibson & hiona Balfousia, 2010. "The impact of nominal and real uncertainty on macroeconomic aggregates in Greece," Economic Bulletin, Bank of Greece, issue 34, pages 57-71, September.
  84. Cheikh Tidiane Ndiaye & Mamadou Abdoulaye Konte, 2012. "Incertitude de l'inflation et croissance économique : le cas de l'UEMOA," Working Papers halshs-00828156, HAL.
  85. Toseef Azid & Muhammad Jamil & Aneela Kousar, 2005. "Impact of Exchange rate Volatility on Growth and Economic Performance: A Case Study of Pakistan, 1973-2003," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 44(4), pages 749-775.
  86. Fountas, Stilianos & Karanasos, Menelaos, 2006. "The relationship between economic growth and real uncertainty in the G3," Economic Modelling, Elsevier, vol. 23(4), pages 638-647, July.
  87. Christoph Priesmeier & Nikolai Stähler, 2011. "Long Dark Shadows Or Innovative Spirits? The Effects Of (Smoothing) Business Cycles On Economic Growth: A Survey Of The Literature," Journal of Economic Surveys, Wiley Blackwell, vol. 25(5), pages 898-912, December.
  88. Mickaël Clévenot & Marie Silvère Mbome, 2014. "Reassessing Vulnerability to Macroeconomic Volatility: a nonstationary panel approach," CEPN Working Papers hal-00951544, HAL.
  89. Isabel Ruiz, 2005. "Empirical analysis on the real effects of inflation and exchange rate uncertainty: The case of Colombia," International Finance 0511006, EconWPA.
  90. William Miles, 2009. "Irreversibility, Uncertainty and Housing Investment," The Journal of Real Estate Finance and Economics, Springer, vol. 38(2), pages 173-182, February.
  91. Robert Rich & Joseph Song & Joseph Tracy, 2012. "The measurement and behavior of uncertainty: evidence from the ECB Survey of Professional Forecasters," Staff Reports 588, Federal Reserve Bank of New York.
  92. Komain Jiranyakul & Timothy P. Opiela, 2011. "The Impact of Inflation Uncertainty on Output Growth and Inflation in Thailand," Asian Economic Journal, East Asian Economic Association, vol. 25(3), pages 291-307, 09.
  93. The Pham, 2011. "Growth, volatility and stabilisation policy in a DSGE model with nominal rigidities and learning-by-doing," International Economics and Economic Policy, Springer, vol. 8(3), pages 307-322, September.
  94. E Andreou & A Pelloni & M Sensier, 2003. "The effect of nominal shock uncertainty on output growth," Centre for Growth and Business Cycle Research Discussion Paper Series 40, Economics, The Univeristy of Manchester.
  95. Elena Andreou & Marianne Sensier & Alessandra Pelloni, 2008. "Is Volatility Good for Growth?," Working Paper Series 37-08, The Rimini Centre for Economic Analysis, revised Jan 2008.
  96. Varvarigos, Dimitrios, 2010. "Inflation, volatile public spending, and endogenously sustained growth," Journal of Economic Dynamics and Control, Elsevier, vol. 34(10), pages 1893-1906, October.
  97. Alfonso Mendoza V., 2003. "The Inflation-Output Volatility Tradeoff and Exchange Rate Shocks in Mexico and Turkey," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, vol. 3(1), pages 27-51.
  98. Kuang-Liang Chang & Chi-Wei He, 2010. "Does The Magnitude Of The Effect Of Inflation Uncertainty On Output Growth Depend On The Level Of Inflation?," Manchester School, University of Manchester, vol. 78(2), pages 126-148, 03.
  99. Hartmann, Matthias & Roestel, Jan, 2013. "Inflation, output and uncertainty in the era of inflation targeting – A multi-economy view on causal linkages," Journal of International Money and Finance, Elsevier, vol. 37(C), pages 98-112.
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