The Asymmetric Effects of Real and Nominal Uncertainty on Inflation and Output Growth: Empirical Evidence from Bangladesh

The Asymmetric Effects of Real and Nominal Uncertainty on Inflation and Output Growth: Empirical Evidence from Bangladesh

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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 invest...

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Bibliographic Details
Main Authors: Said Zamin Shah, Ahmad Zubaidi Baharumshah, Muzafar Shah Habibullah, Law Siong Hook
Format: Article
Language:English
Published: EconJournals 2017-03-01
Series:International Journal of Economics and Financial Issues
Subjects:
inflation
output growth
uncertainties
bangladesh
autoregressive(p)-exponential generalized autoregressive conditional heteroscedasticity
Online Access:https://dergipark.org.tr/tr/pub/ijefi/issue/32002/353205?publisher=http-www-cag-edu-tr-ilhan-ozturk

Internet

https://dergipark.org.tr/tr/pub/ijefi/issue/32002/353205?publisher=http-www-cag-edu-tr-ilhan-ozturk

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