اخبار و اعلانات
آمار
| تعداد نشریات | 26 |
| تعداد شماره‌ها | 551 |
| تعداد مقالات | 5,712 |
| تعداد مشاهده مقاله | 7,971,368 |
| تعداد دریافت فایل اصل مقاله | 5,353,151 |
Revisiting the Effects of Growth Uncertainty on Inflation in Iran:An Application of GARCH-in-Mean Models | ||
| International Journal of Business and Development Studies | ||
| مقاله 7، دوره 3، شماره 1، زمستان 2011، صفحه 123-140 اصل مقاله (152.98 K) | ||
| نوع مقاله: Research Paper | ||
| شناسه دیجیتال (DOI): 10.22111/ijbds.2011.1297 | ||
| چکیده | ||
| This paper investigates the relationship between inflation and growth uncertainty in Iran for the period of 1988-2008 by using quarterly data. We employ Generalized Autoregressive Conditional Heteroscedasticity in Mean (GARCH-M) model to estimate time-varying conditional residual variance of growth, as a standard measures of growth uncertainty. The empirical evidence shows that growth uncertainty affects the level of inflation. This result is in line with Feizi Yengjeh (2010), supporting Deveraux (1989) hypothesis. | ||
| کلیدواژه‌ها | ||
| Growth Uncertainty؛ Inflation؛ GARCH-M models؛ Iran | ||
|
آمار تعداد مشاهده مقاله: 1,515 تعداد دریافت فایل اصل مقاله: 2,082 |
||
