The Relationship between Inflation and Inflation Uncertainty in the Short- and Long-run: State Space Models with Markov Regime Switching Heteroskedasticity

The Relationship between Inflation and Inflation Uncertainty in the Short- and Long-run: State Space Models with Markov Regime Switching Heteroskedasticity

In this study by using Markov Regime Heteroscedasticity method (MRSH) In the form of state-space model the relationship between inflation and uncertainty  of inflation in Iranian economics is examined. The period of the study is the first quarter of  1367 to the third quarter of 1389. The reaction b...

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Bibliographic Details
Main Authors: Reza Najarzadeh, Bahram Sahabi, Sirous Solaymani
Format: Article
Language:fas
Published: Allameh Tabataba'i University Press 2013-03-01
Series:فصلنامه پژوهش‌های اقتصادی ایران
Subjects:
inflation uncertainty
friedman-ball paradigm
cukierman and meltzer paradigm
holland paradigm
state-space models
markov regime switching models
Online Access:https://ijer.atu.ac.ir/article_2528_c069085b205b2a2d7f40232a82f492fc.pdf

Internet

https://ijer.atu.ac.ir/article_2528_c069085b205b2a2d7f40232a82f492fc.pdf

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