THE LINKS BETWEEN INFLATION, INFLATION UNCERTAINTY, OUTPUT AND OUTPUT UNCERTAINTY IN IRAN

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MEHRARA MOHSEN; MOJAB R.

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Journal: Journal of Monetary and Banking Research Year:2010 | Volume:2 | Issue:2 Page(s): 1-30

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Information Journal Paper

Title

THE LINKS BETWEEN INFLATION, INFLATION UNCERTAINTY, OUTPUT AND OUTPUT UNCERTAINTY IN IRAN

Author(s)

MEHRARA MOHSEN | MOJAB R. | Issue Writer Certificate

Keywords

NOMINAL UNCERTAINTYQ3

REAL UNCERTAINTYQ3

GARCH MODELSQ2

Abstract

By applying conditional variance modeling and Granger causality test, we specified some important determinants of real and NOMINAL UNCERTAINTY in Iran (1960-2006). In addition we investigated the negative effects of these uncertainties on output growth. Our results show that an increase in the rate of inflation and a decrease in the level of oil revenues can raise NOMINAL UNCERTAINTY, while REAL UNCERTAINTY is arisen by oil revenues. This study could not reject the hypothesis that nominal and REAL UNCERTAINTY has no effect on output growth.

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APA: Copy

MEHRARA, MOHSEN, & MOJAB, R.. (2010). THE LINKS BETWEEN INFLATION, INFLATION UNCERTAINTY, OUTPUT AND OUTPUT UNCERTAINTY IN IRAN. MONEY AND ECONOMY (PERSIAN), 2(2), 1-30. SID. https://sid.ir/paper/168082/en

Vancouver: Copy

MEHRARA MOHSEN, MOJAB R.. THE LINKS BETWEEN INFLATION, INFLATION UNCERTAINTY, OUTPUT AND OUTPUT UNCERTAINTY IN IRAN. MONEY AND ECONOMY (PERSIAN)[Internet]. 2010;2(2):1-30. Available from: https://sid.ir/paper/168082/en

IEEE: Copy

MOHSEN MEHRARA, and R. MOJAB, “THE LINKS BETWEEN INFLATION, INFLATION UNCERTAINTY, OUTPUT AND OUTPUT UNCERTAINTY IN IRAN,” MONEY AND ECONOMY (PERSIAN), vol. 2, no. 2, pp. 1–30, 2010, [Online]. Available: https://sid.ir/paper/168082/en

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