AN EMPIRICAL INVESTIGATION OF THE EFFECTS OF INFLATION UNCERTAINTY ON ECONOMIC GROWTH IN IRAN

被引：0

作者：

Heidari, Hassan ^{[1
]}

Yengjeh, Soleiman Feizi ^{[1
]}

Bashiri, Sahar ^{[2
]}

机构：

[1] Urmia Univ, Dept Econ, Orumiyeh, Iran

[2] Univ Sistan & Baluchestan, Dept Econ, Zahedan, Iran

来源：

ACTUAL PROBLEMS OF ECONOMICS | 2012年 / 134期

关键词：

inflation uncertainty; economic growth; GARCH-M models; Iran; CROSS-COUNTRY EVIDENCE; OUTPUT GROWTH; REAL; VOLATILITY; VARIABILITY; CAUSALITY; UK;

D O I：

暂无

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

This paper investigates the relationship between inflation uncertainty and economic growth for the period of 1988-2007 by using quarterly data and applying GARCH-M model for Iranian economy. We estimate inflation uncertainty by assuming that uncertainty is due to shocks in the inflation process, and therefore measures inflation uncertainty by using the conditional variance of inflation. In this method, the GARCH model is applied to estimate a time-varying conditional residual variance. Our empirical evidence shows that inflation uncertainty does not affect the level of economic growth.

引用

页码：510 / 520

页数：11

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