Effect of inflation uncertainty on price dispersion in Iran
نویسندگان
چکیده
منابع مشابه
An Empirical Analysis of Dynamic Interrelationships Among Inflation, Inflation Uncertainty, Relative Price Dispersion, and Output Growth
Within a unified framework, the author conducts an empirical investigation of dynamic interrelationships among inflation, inflation uncertainty, relative price dispersion, and output growth. Focusing on the Canadian industrial sector, the author finds weak evidence that inflation uncertainty rises with the level of inflation, with short-run inflation uncertainty minimized at a trend inflation r...
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A GARCH Model of Inflation and Inflation Uncertainty in Iran
The paper investigates the relationship between inflation and inflation uncertainty using the Iranian data over the period 1959:03 – 2008:02. GARCH models are used to examine this relationship. Granger methods are employed to provide statistical evidence for the relationship between average inflation and inflation uncertainty. Threshold GARCH (TGARCH) models are considered to investigate asymme...
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ژورنال
عنوان ژورنال: Risk Governance and Control: Financial Markets and Institutions
سال: 2018
ISSN: 2077-4303,2077-429X
DOI: 10.22495/rgcv8i1art3