AN INVESTIGATION OF NONLINEAR CAUSALITY BETWEEN INFLATION AND INFLATION UNCERTAINTY IN IRAN

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SHOKRAVI SOMAIE; KHALILI ARAGHI MANSOUR

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Journal: IRANIAN JOURNAL OF APPLIED ECONOMICS Year:2015 | Volume:5 | Issue:- Page(s): 11-21

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Information Journal Paper

Title

AN INVESTIGATION OF NONLINEAR CAUSALITY BETWEEN INFLATION AND INFLATION UNCERTAINTY IN IRAN

Author(s)

SHOKRAVI SOMAIE | KHALILI ARAGHI MANSOUR | Issue Writer Certificate

Keywords

INFLATION UNCERTAINTYQ2

INFLATIONQ2

CAUSALITYQ2

GMDH ALGORITHMQ2

Abstract

The main goal of the present paper is to investigate the relationship between INFLATION and uncertainty, within the related theoretical foundations’ framework in Iran Economy during the years1959-2013 (1338-1392 corresponding to Iranian calendar). For this purpose, the CAUSALITY relationship between INFLATION and its uncertainty has been studied using the nonlinear Group Method of Data Handling (GMDH) algorithm. Findings show that there is a one-way nonlinear cause from INFLATION to INFLATION UNCERTAINTY in Iran Economy. In other words, INFLATION has a significant and a strong effect on INFLATION UNCERTAINTY.

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APA: Copy

SHOKRAVI, SOMAIE, & KHALILI ARAGHI, MANSOUR. (2015). AN INVESTIGATION OF NONLINEAR CAUSALITY BETWEEN INFLATION AND INFLATION UNCERTAINTY IN IRAN. IRANIAN JOURNAL OF APPLIED ECONOMICS, 5(-), 11-21. SID. https://sid.ir/paper/202058/en

Vancouver: Copy

SHOKRAVI SOMAIE, KHALILI ARAGHI MANSOUR. AN INVESTIGATION OF NONLINEAR CAUSALITY BETWEEN INFLATION AND INFLATION UNCERTAINTY IN IRAN. IRANIAN JOURNAL OF APPLIED ECONOMICS[Internet]. 2015;5(-):11-21. Available from: https://sid.ir/paper/202058/en

IEEE: Copy

SOMAIE SHOKRAVI, and MANSOUR KHALILI ARAGHI, “AN INVESTIGATION OF NONLINEAR CAUSALITY BETWEEN INFLATION AND INFLATION UNCERTAINTY IN IRAN,” IRANIAN JOURNAL OF APPLIED ECONOMICS, vol. 5, no. -, pp. 11–21, 2015, [Online]. Available: https://sid.ir/paper/202058/en

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