The Asymmetric Effects of Real and Nominal Uncertainty on Inflation and Output Growth: Empirical Evidence from Bangladesh
This study examines an empirical analysis of the causal links and volatility spillovers between inflation, output growth and their uncertainties in Bangladesh by utilizing the AR(p)-EGARCH model for the period 1993-2014. The study shows that EGARCH version provides the best statistical fit by inves...
Main Authors: | Said Zamin Shah, Ahmad Zubaidi Baharumshah, Muzafar Shah Habibullah, Law Siong Hook |
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Format: | Article |
Language: | English |
Published: |
EconJournals
2017-01-01
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Series: | International Journal of Economics and Financial Issues |
Online Access: | https://www.econjournals.com/index.php/ijefi/article/view/3234 |
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