INFLATION, INFLATION UNCERTAINTY AND OUTPUT GROWTH IN IRAN

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FARNAGHI ELHAM; PARIVAR ORANOUS; TOFIGHI HAMID

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Journal: JOURNAL OF ECONOMICS & BUSINESS RESEARCH Year:2014 | Volume:5 | Issue:7 Page(s): 1-14

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Information Journal Paper

Title

INFLATION, INFLATION UNCERTAINTY AND OUTPUT GROWTH IN IRAN

Author(s)

FARNAGHI ELHAM | PARIVAR ORANOUS | TOFIGHI HAMID | Issue Writer Certificate

Keywords

INFLATIONQ2

INFLATION UNCERTAINTYQ2

OUTPUT GROWTHQ2

IRANQ2

EGARCH MODELQ2

Abstract

This study explores the relationship between INFLATION, INFLATION uncertainty and OUTPUT GROWTH enjoying the quarterly data of consumer price index in IRAN from1368:1 to 1387:2. For this purpose the exponential GARCH model and granger causality test were used. The results indicate a bilaterally causal relationship between INFLATION and INFLATION uncertainty, while there is no significant relationship between INFLATION uncertainty and OUTPUT GROWTH and also between INFLATION and OUTPUT GROWTH.

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APA: Copy

FARNAGHI, ELHAM, PARIVAR, ORANOUS, & TOFIGHI, HAMID. (2014). INFLATION, INFLATION UNCERTAINTY AND OUTPUT GROWTH IN IRAN. JOURNAL OF ECONOMICS & BUSINESS RESEARCH, 5(7), 1-14. SID. https://sid.ir/paper/201525/en

Vancouver: Copy

FARNAGHI ELHAM, PARIVAR ORANOUS, TOFIGHI HAMID. INFLATION, INFLATION UNCERTAINTY AND OUTPUT GROWTH IN IRAN. JOURNAL OF ECONOMICS & BUSINESS RESEARCH[Internet]. 2014;5(7):1-14. Available from: https://sid.ir/paper/201525/en

IEEE: Copy

ELHAM FARNAGHI, ORANOUS PARIVAR, and HAMID TOFIGHI, “INFLATION, INFLATION UNCERTAINTY AND OUTPUT GROWTH IN IRAN,” JOURNAL OF ECONOMICS & BUSINESS RESEARCH, vol. 5, no. 7, pp. 1–14, 2014, [Online]. Available: https://sid.ir/paper/201525/en

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