Inflation, output growth, volatility and causality: evidence from panel data and the G7 countries

DOI10.1016/j.econlet.2003.11.006zbMath1254.91631OpenAlexW2063869373MaRDI QIDQ1927480

Nicholas Apergis

Publication date: 1 January 2013

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2003.11.006

zbMATH Keywords

inflationvolatilityoutput growthpanel causalitypanel GARCH estimates

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84) Statistical methods; economic indices and measures (91B82)

Related Items (3)

Re-examining inflation and inflation uncertainty in developed and emerging countries ⋮ Non-parametric determination of real-time lag structure between two time series: the ‘optimal thermal causal path’ method ⋮ Neural network models for inflation forecasting: a revisit

Cites Work

• High and variable inflation: Further evidence on the Friedman hypothesis
• Generalized autoregressive conditional heteroscedasticity
• Pooled Mean Group Estimation of Dynamic Heterogeneous Panels
• Relationship between inflation rate and inflation uncertainty.

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