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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. Mario Quagliariello, 2009. "Macroeconomic uncertainty and banks' lending decisions: the case of Italy," Applied Economics, Taylor & Francis Journals, vol. 41(3), pages 323-336.
  2. Maria Grydaki & Stilianos Fountas, 2009. "Exchange Rate Volatility and Output Volatility: A Theoretical Approach," Review of International Economics, Wiley Blackwell, vol. 17(3), pages 552-569, 08.
  3. Herro, Nicholas & Murray, James, 2011. "Dynamics of Monetary Policy Uncertainty and the Impact on the Macroeconomy," MPRA Paper 30387, University Library of Munich, Germany.
  4. repec:hal:journl:hal-00308571 is not listed on IDEAS
  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. Fountas, Stilianos & Alexandra,Ioannidid, 2001. "Inflation, Inflation Uncertainty, and a Common European Monetary Policy," Working Papers 0054, National University of Ireland Galway, Department of Economics, revised 2001.
  7. Cheikh Tidiane Ndiaye & Mamadou Abdoulaye Konte, 2012. "Incertitude de l'inflation et croissance économique : le cas de l'UEMOA," Working Papers halshs-00828156, HAL.
  8. 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.
  9. Nasr, Adnen Ben & Balcilar, Mehmet & Ajmi, Ahdi N. & Aye, Goodness C. & Gupta, Rangan & van Eyden, Reneé, 2015. "Causality between inflation and inflation uncertainty in South Africa: Evidence from a Markov-switching vector autoregressive model," Emerging Markets Review, Elsevier, vol. 24(C), pages 46-68.
  10. repec:zbw:rwirep:0461 is not listed on IDEAS
  11. Brian Piper, 2014. "Factor-Specific Productivity," Working Papers 1401, Sam Houston State University, Department of Economics and International Business.
  12. Russell, Bill & Chowdhury, Rosen Azad, 2013. "Estimating United States Phillips curves with expectations consistent with the statistical process of inflation," Journal of Macroeconomics, Elsevier, vol. 35(C), pages 24-38.
  13. Bill Russell, 2014. "ARCH and structural breaks in United States inflation," Applied Economics Letters, Taylor & Francis Journals, vol. 21(14), pages 973-978, September.
  14. 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.
  15. 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.
  16. 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.
  17. James D. Hamilton, 2008. "Macroeconomics and ARCH," NBER Working Papers 14151, National Bureau of Economic Research, Inc.
  18. 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.
  19. 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.
  20. Barbara Annicchiarico & Luisa Corrado & Alessandra Pelloni, 2011. "Long‐Term Growth And Short‐Term Volatility: The Labour Market Nexus," Manchester School, University of Manchester, vol. 79(s1), pages 646-672, 06.
  21. 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.
  22. 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.
  23. 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.
  24. 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.
  25. K Blackburn & A Pelloni, 2002. "Growth, Cycles and Stabilisation Policy," Centre for Growth and Business Cycle Research Discussion Paper Series 12, Economics, The Univeristy of Manchester.
  26. Fountas, Stilianos, 2010. "Inflation, inflation uncertainty and growth: Are they related?," Economic Modelling, Elsevier, vol. 27(5), pages 896-899, September.
  27. Dimitrios Varvarigos, 2010. "Inflation, Volatile Public Spending, and Endogenously Sustained Growth," Post-Print hal-00732760, HAL.
  28. 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.
  29. Guglielmo Maria Caporale & Luca Onorante & Paolo Paesani, 2009. "Inflation and Inflation Uncertainty in the Euro Area," CESifo Working Paper Series 2720, CESifo Group Munich.
  30. Andrade, P. & Ghysels, E. & Idier, J., 2012. "Tails of Inflation Forecasts and Tales of Monetary Policy," Working papers 407, Banque de France.
  31. 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.
  32. 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.
  33. Mübariz Hasanov & Tolga Omay, 2011. "The Relationship Between Inflation, Output Growth, and Their Uncertainties: Evidence from Selected CEE Countries," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 47(0), pages 5-20, July.
  34. 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.
  35. Keith Blackburn & Dimitrios Varvarigos, 2008. "Human capital accumulation and output growth in a stochastic environment," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 36(3), pages 435-452, September.
  36. Stilianos Fountas & Menelaos Karanasos, 2002. "Inflation, Output Growth, and Nominal and Real Uncertainty: Empirical Evidence for the G7," Working Papers 0064, National University of Ireland Galway, Department of Economics, revised 2002.
  37. 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.
  38. 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.
  39. 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.
  40. 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.
  41. 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.
  42. Elena Andreou & Alessandra Pelloni & Marianne Sensier, 2008. "Is Volatility Good for Growth? Evidence from the G7," Working Paper Series 37_08, The Rimini Centre for Economic Analysis.
  43. 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.
  44. Jesus Fernandez-Villaverde & Pablo Guerron-Quintana & Juan F. Rubio-Ramirez & Martin Uribe, 2011. "Risk Matters: The Real Effects of Volatility Shocks," American Economic Review, American Economic Association, vol. 101(6), pages 2530-61, October.
  45. 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.
  46. Till Strohsal & Enzo Weber, 2011. "Mean-Variance Cointegration and the Expectations Hypothesis," SFB 649 Discussion Papers SFB649DP2011-007, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  47. Elena Andreou & Alessandra Pelloni & Marianne Sensier, 2013. "Is Volatility Good for Growth? Evidence from the G7," CEIS Research Paper 258, Tor Vergata University, CEIS, revised 08 Jan 2013.
  48. 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.
  49. Barbara Annicchiarico & Alessandra Pelloni & Fabrizio Valenti, 2016. "Volatility and Growth with Recursive Preferences," CEIS Research Paper 387, Tor Vergata University, CEIS, revised 24 Jun 2016.
  50. Giordani, Paolo & Soderlind, Paul, 2003. "Inflation forecast uncertainty," European Economic Review, Elsevier, vol. 47(6), pages 1037-1059, December.
  51. Hakan Berument & Zubeyir Kilinc & Umit Ozlale, 2005. "The Missing Link Between Inflation Uncertainty And Interest Rates," Scottish Journal of Political Economy, Scottish Economic Society, vol. 52(2), pages 222-241, 05.
  52. Guglielmo Maria Caporale & Alexandros Kontonikas, 2006. "The Euro and Inflation Uncertainty in the European Monetary Union," CESifo Working Paper Series 1842, CESifo Group Munich.
  53. 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.
  54. Hakan Berument & Ebru Yuksel, 2007. "Effects of Adopting Inflation Targeting Regimes on Inflation Variability," Working Papers 0702, Department of Economics, Bilkent University.
  55. Jesús Fernández-Villaverde & Juan Rubio-Ramírez, 2010. "Macroeconomics and Volatility: Data, Models, and Estimation," NBER Working Papers 16618, National Bureau of Economic Research, Inc.
  56. 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.
  57. William Miles, 2009. "Irreversibility, Uncertainty and Housing Investment," The Journal of Real Estate Finance and Economics, Springer, vol. 38(2), pages 173-182, February.
  58. 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.
  59. Christos S. Savva & Kyriakos C. Neanidis & Denise R. Osborn, 2010. "Business cycle synchronization of the euro area with the new and negotiating member countries," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 15(3), pages 288-306.
  60. Buth, Bora & Kakinaka, Makoto & Miyamoto, Hiroaki, 2015. "Inflation and inflation uncertainty: The case of Cambodia, Lao PDR, and Vietnam," Journal of Asian Economics, Elsevier, vol. 38(C), pages 31-43.
  61. 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.
  62. Mickaël Clévenot & Marie Silvère Mbome, 2014. "Reassessing Vulnerability to Macroeconomic Volatility: a nonstationary panel approach," CEPN Working Papers hal-00951544, HAL.
  63. Strohsal, Till & Weber, Enzo, 2015. "Time-varying international stock market interaction and the identification of volatility signals," Journal of Banking & Finance, Elsevier, vol. 56(C), pages 28-36.
  64. repec:esx:essedp:589 is not listed on IDEAS
  65. Stilianos Fountas & Menelaos Karanasos, 2002. "Are Economic Growth and the Variability of the Business Cycle Related? Evidence from Five European Countries," Working Papers 0063, National University of Ireland Galway, Department of Economics, revised 2002.
  66. 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.
  67. 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.
  68. Glas, Alexander & Hartmann, Matthias, 2016. "Inflation uncertainty, disagreement and monetary policy: Evidence from the ECB Survey of Professional Forecasters," Working Papers 0612, University of Heidelberg, Department of Economics.
  69. 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.
  70. Francis Vitek, 2002. "An Empirical Analysis of Dynamic Interrelationships Among Inflation, Inflation Uncertainty, Relative Price Dispersion, and Output Growth," Staff Working Papers 02-39, Bank of Canada.
  71. WenShwo Fang & Stephen M. Miller, 2009. "Modeling the Volatility of Real GDP Growth: The Case of Japan Revisited," Working Papers 0904, University of Nevada, Las Vegas , Department of Economics.
  72. Barbara Annicchiarico & Alessandra Pelloni, 2011. "Productivity Growth and Volatility: How Important are Wage and Price Rigidities?," CEIS Research Paper 211, Tor Vergata University, CEIS, revised 26 Sep 2011.
  73. Steffen Henzel & Malte Rengel, 2013. "Dimensions of macroeconomic uncertainty: A common factor analysis," Ifo Working Paper Series Ifo Working Paper No. 167, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
  74. Schmidt, Torsten & Zwick, Lina, 2015. "Uncertainty and episodes of extreme capital flows in the Euro Area," Economic Modelling, Elsevier, vol. 48(C), pages 343-356.
  75. 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.
  76. 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.
  77. 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.
  78. repec:rim:rimwps:37-08 is not listed on IDEAS
  79. 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.
  80. 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.
  81. Hachicha, Ahmed & Lean Hooi Hooi, 2013. "Inflation, inflation uncertainty and output in Tunisia," Economics Discussion Papers 2013-1, Kiel Institute for the World Economy (IfW).
  82. Mamadou Abdoulaye KONTE & Cheikh Tidiane NDIAYE, 2012. "Incertitude de l'inflation et croissance économique : le cas de l'UEMOA," LEO Working Papers / DR LEO 753, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
  83. 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.
  84. 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.
  85. Vale, Sergio Rodrigo, 2005. "Inflation, Growth and Real and Nominal Uncertainty: Some Bivariate Garch-in-Mean Evidence for Brazil," Revista Brasileira de Economia, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil), vol. 59(1), January.
  86. 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.
  87. 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.
  88. Mustafa Caglayan & Ozge Kandemir & Kostas Mouratidis, 2012. "The Impact of Inflation Uncertainty on Economic Growth: A MRS-IV Approach," Working Papers 2012025, The University of Sheffield, Department of Economics.
  89. 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.
  90. 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.
  91. 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.
  92. Barbara Annicchiarico & Luisa Corrado & Alessandra Pelloni, 2008. "Volatility, Growth and Labour Elasticity," Working Paper Series 32_08, The Rimini Centre for Economic Analysis.
  93. Isabel Ruiz, 2005. "Empirical analysis on the real effects of inflation and exchange rate uncertainty: The case of Colombia," International Finance 0511006, EconWPA.
  94. Robert W. 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.
  95. 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.
  96. 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.
  97. Bipradas Rit, 2012. "The Relationship between Inflation, Inflation Uncertainty and Output Growth in India," Working Papers 1211, Indian Institute of Foreign Trade.
  98. Claudiu T. Albulescu & Aviral Kumar Twari & Stephen M. Miller & Rangan Gupta, 2015. "Time-Frequency Relationship between Inflation and Inflation Uncertainty for the U.S.: Evidence from Historical Data," Working Papers 201591, University of Pretoria, Department of Economics.
  99. 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.
  100. Izz Eddien N. Ananzeh, 2015. "The Relationship between Inflation and its Uncertainty: Evidence from Jordan," International Journal of Economics and Financial Issues, Econjournals, vol. 5(4), pages 929-932.
  101. Rehab OSMAN, . "SADC EPAs with the EU: the Right or a Blight Way for Development," EcoMod2010 259600127, EcoMod.
  102. repec:hal:wpaper:hal-00951544 is not listed on IDEAS
  103. 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.
  104. Mohammad ALAWIN & Ziad ABU-LILA, 2016. "Uncertainty and Gravity Model for International Tourism Demand in Jordan: Evidence from Panel-GARCH Model," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 16(1).
  105. 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.
  106. Guglielmo maria Coporale & Alexandros Kontonikas, 2006. "The EURO and Inflation Uncertainty In The EMU," Working Papers 2005_13, Business School - Economics, University of Glasgow.
  107. Paolo Guarda & Abdelaziz Rouabah, 2015. "Is the financial sector Luxembourg?s engine of growth?," BCL working papers 97, Central Bank of Luxembourg.
  108. 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.
  109. Rizvi, Syed Kumail Abbas & Naqvi, Bushra, 2009. "Inflation Volatility: An Asian Perspective," MPRA Paper 19489, University Library of Munich, Germany.
  110. 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.
  111. Ramaprasad Bhar, 2010. "Stochastic Filtering With Applications In Finance:," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 7736, December.
  112. Berument, Hakan & Kilinc, Zubeyir & Ozlale, Umit, 2004. "The effects of different inflation risk premiums on interest rate spreads," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 333(C), pages 317-324.
  113. 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.
  114. 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.
  115. 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.
  116. 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;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 141(2), pages 343-356, July.
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