Stock prices, inflation and inflation uncertainty in the U.S.: testing the long-run relationship considering Dow Jones sector indexes

The Relation Between Inflation and Inflation Uncertainty In Iran

Modeling the Impact of Inflation Uncertainty on Food Sector Growth

Background: One of the most fundamental objectives of the macroeconomic policies is to realize the relationship between economic growth and inflation. According to some monetary policy advisors, inflation reflects erosion in consumer’s purchasing power. Inflation as an important economic variable, affect the economic growth and its impact on economic growth has been proposed in various theories...

Investigation of the Impact of Structural Break on the Relationship between Inflation and Inflation Uncertainty in the Turkish Economy

This article examines the relationship between inflation and inflation uncertainty in the Turkish economy in this period 2004:01-2014:12. This relationship is explored in two ways: a) with the effect of structural breaks; b) without the effect of structural breaks. In fact, with regard to the main structural break have occurred over this period, we examine whether structural break has affected ...

Investigating the Short-run and Long-run Causal Relationship between the Stock Price Index in Insurance Industry, Banking Sector and Investment Sector

  The purpose of this Research is to investigate the causal relationship between the stock price index in the insurance industry, banking sector, and the investment sector during 2009 – 2017 period. So, a long-term relationship between variables was investigated by Johansson-Juselius test. Then, by Vector error correction model (VECM), the causal relation between the variables of the model was...

Reconsidering the long-run relationship between inflation and unemployment

In this paper a brief history of the Phillips curve from Fisher (1973 [1926]) to the FriedmanPhelps natural rate hypothesis is sketched. Empirical evidence from France, Germany, the United Kingdom and the United States during the latter half of the 20th century in support of a positive long-run relationship between inflation and unemployment is presented. In order to reconcile the predominant t...