Inflation, inflation uncertainty and output growth: recent evidence from ASEAN-5 countries
This paper investigates the links between inflation, its uncertainty and economic growth in five ASEAN countries over the period 1980: Q1–2011: Q3. We rely on the Exponential GARCH (EGARCH) model to explore the causal relationship among the three variables. The major findings are: (i) inflation unce...
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| Main Authors: | , , |
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| Format: | Article |
| Language: | en |
| Published: |
World Scientific Publishing
2013
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| Online Access: | http://psasir.upm.edu.my/id/eprint/28387/1/Inflation.pdf http://psasir.upm.edu.my/id/eprint/28387/ http://www.worldscientific.com/doi/abs/10.1142/S0217590813500306?journalCode=ser |
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