The Relation Between Inflation and Inflation Uncertainty In Iran

the relation between inflation and inflation uncertainty in iran

Relationship between Inflation and Inflation Uncertainty in Iran: An Application of SETAR-GARCH Model

The purpose of this paper is to investigate the relationship between the inflation and inflation uncertainty in Iran. Using mixed models of self-exciting threshold autoregressive (SETAR) and generalized autoregressive conditional heteroskedasticity (GARCH), the inflation behaviors are examined for the period 1990M05-2013M10. This approach allows testing the hypotheses of Friedman-Ball, Pourgera...

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...

the links between inflation uncertainty and investment in iran

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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 ...

The Relationship Between Budget Deficit And Inflation In Iran