[go: up one dir, main page]
More Web Proxy on the site http://driver.im/
create a website
Macroeconomic Uncertainty and Macroeconomic Performance: Are they related?. (2004). Fountas, Stilianos ; Bredin, Don.
In: Money Macro and Finance (MMF) Research Group Conference 2004.
RePEc:mmf:mmfc04:51.

Full description at Econpapers || Download paper

Cited: 11

Citations received by this document

Cites: 36

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. What is the Investment Loss due to Uncertainty?. (2019). Panagiotidis, Theodore ; Printzis, Panagiotis.
    In: Working Paper series.
    RePEc:rim:rimwps:19-06.

    Full description at Econpapers || Download paper

  2. What is the Investment Loss due to Uncertainty?. (2019). Printzis, Panagiotis ; Panagiotidis, Theodore.
    In: Working Papers.
    RePEc:ost:wpaper:383.

    Full description at Econpapers || Download paper

  3. What is the Investment Loss due to Uncertainty?. (2019). Printzis, Panagiotis ; Panagiotidis, Theodore.
    In: GreeSE – Hellenic Observatory Papers on Greece and Southeast Europe.
    RePEc:hel:greese:138.

    Full description at Econpapers || Download paper

  4. What is the investment loss due to uncertainty?. (2019). Printzis, Panagiotis ; Panagiotidis, Theodore.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:102648.

    Full description at Econpapers || Download paper

  5. MEASURING THE OPTIMAL MACROECONOMIC UNCERTAINTY INDEX FOR TURKEY. (2016). Yamak, Rahmi ; Erdem, Havvanur Feyza .
    In: Economic Annals.
    RePEc:beo:journl:v:61:y:2016:i:210:p:7-22.

    Full description at Econpapers || Download paper

  6. Money growth, uncertainty and macroeconomic activity: a multivariate GARCH analysis. (2011). Kelly, Robert ; Cronin, David.
    In: Empirica.
    RePEc:kap:empiri:v:38:y:2011:i:2:p:155-167.

    Full description at Econpapers || Download paper

  7. What Explains Output Volatility? Evidence from the G3. (2010). Grydaki, Maria ; Fountas, Stilianos.
    In: Discussion Paper Series.
    RePEc:mcd:mcddps:2010_09.

    Full description at Econpapers || Download paper

  8. Oil Volatility and the Option Value of Waiting: An analysis of the G-7. (2010). Fountas, Stilianos ; Elder, John ; Bredin, Don.
    In: Discussion Paper Series.
    RePEc:mcd:mcddps:2010_05.

    Full description at Econpapers || Download paper

  9. Macroeconomic Uncertainty, Inflation and Growth: Regime-Dependent Effects in the G7. (2010). Savva, Christos ; Neanidis, Kyriakos.
    In: Centre for Growth and Business Cycle Research Discussion Paper Series.
    RePEc:man:cgbcrp:145.

    Full description at Econpapers || Download paper

  10. DOES THE MAGNITUDE OF THE EFFECT OF INFLATION UNCERTAINTY ON OUTPUT GROWTH DEPEND ON THE LEVEL OF INFLATION?. (2010). HE, CHI-WEI ; Chang, Kuang-Liang.
    In: Manchester School.
    RePEc:bla:manchs:v:78:y:2010:i:2:p:126-148.

    Full description at Econpapers || Download paper

  11. Inflation, inflation uncertainty, and Markov regime switching heteroskedasticity: Evidence from European countries. (2007). Fountas, Stilianos ; Bredin, Don.
    In: Money Macro and Finance (MMF) Research Group Conference 2006.
    RePEc:mmf:mmfc06:125.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. [1] Baillie, R., Chung, C., Tieslau, M., 1996. Analyzing inflation by the fractionally integrated ARFIMA-GARCH model, Journal of Applied Econometrics 11, 23-40.
    Paper not yet in RePEc: Add citation now

  2. [10] Devereux, M., 1989. A positive theory of inflation and inflation variance , Economic Inquiry 27, 105-116.

  3. [11] Dotsey, M., Sarte, P., 2000. Inflation uncertainty and growth in a cash-in-advance economy, Journal of Monetary Economics 45, 631655.

  4. [12] Engle, R. F., 1982. Autoregressive conditional heteroskedasticity with estimates of the variance of UK inflation, Econometrica 50, 987-1008.
    Paper not yet in RePEc: Add citation now

  5. [13] Engle, R. F., Kroner, K., 1995. Multivariate Simultaneous generalised ARCH, Econometric Theory 11, 122-150.

  6. [14] Fountas, S., Ioannidis, A., Karanasos, M., 2004. Inflation, inflation uncertainty, and a common European monetary policy, Manchester School 72, forthcoming.

  7. [15] Fountas, S., Karanasos, 2004. Inflation, output growth, and nominal and real uncertainty: empirical evidence for the G7, Unpublished manuscript.

  8. [16] Friedman, M., 1968. The role of monetary policy, American Economic Review 58, 1-17.
    Paper not yet in RePEc: Add citation now

  9. [17] Friedman, M., 1977. Nobel lecture: Inflation and Unemployment, Journal of Political Economy 85, 451-472.

  10. [18] Grier, K., Henry, O., Olekalns, N., Shields, K., 2004. The asymmetric effects of uncertainty on inflation and output growth, Journal of Applied Econometrics, forthcoming.

  11. [19] Grier, K., Perry, M., 1998. On inflation and inflation uncertainty in the G7 countries, Journal of International Money and Finance 17, 671-689.

  12. [2] Bernanke, B., 1983. Irreversibility, uncertainty, and cyclical investment , Quarterly Journal of Economics 98, 85-106.

  13. [20] Grier, K., Perry, M., 2000. The effects of real and nominal uncertainty on inflation and output growth: Some GARCH-M evidence, Journal of Applied Econometrics 15, 45-58.

  14. [22] Henry, O., Olekalns, N., 2001. The effect of recessions on the relationship between output variability and growth, Southern Economic Journal 68, 683-692.

  15. [23] Holland, S., 1993. Comment on inflation regimes and the sources of inflation uncertainty, Journal of Money, Credit, and Banking 25, 514-520.

  16. [24] Holland, S., 1995. Inflation and uncertainty: Tests for temporal ordering , Journal of Money, Credit, and Banking 27, 827-837.

  17. [25] Huizinga, J., 1993. Inflation uncertainty, relative price uncertainty, and investment in US manufacturing, Journal of Money, Credit, and Banking 25, 521-549.

  18. [26] Jansen, D., 1989. Does inflation uncertainty affect output growth? Further evidence, Federal Reserve Bank of St. Louis Review, 43-54.

  19. [27] Keynes, J. M., 1936. The General Theory of employment, interest, and money, London: Macmillan.
    Paper not yet in RePEc: Add citation now

  20. [28] Kormendi, R., Meguire, P., 1985. Macroeconomic determinants of growth: cross-country evidence, Journal of Monetary Economics 16, 141-163.

  21. [29] Mirman, L., 1971. Uncertainty and optimal consumption decisions, Econometrica 39, 179-185.

  22. [3] Black, F., 1987. Business Cycles and Equilibrium, New York: Basil Blackwell.
    Paper not yet in RePEc: Add citation now

  23. [30] Pindyck, R., 1991. Irreversibility, uncertainty, and investment, Journal of Economic Literature 29, 1110-1148.

  24. [31] Ramey, G., Ramey, V., 1991. Technology commitment and the cost of economic fluctuations, NBER Working Paper No. 3755.

  25. [32] Ramey, G., Ramey, V., 1995. Cross-country evidence on the link between volatility and growth, American Economic Review 85, 11381151.

  26. [33] Sandmo, A., 1970. The effect of uncertainty on saving, Review of Economic Studies 37, 312-320.
    Paper not yet in RePEc: Add citation now

  27. [34] Solow, R., 1956. A contribution to the theory of economic growth, Quarterly Journal of Economics 70, 65-94.

  28. [35] Speight, A.,1999. UK output variability and growth: some further evidence, Scottish Journal of Political Economy 46, 175-184.

  29. [36] Woodford, M., 1990. Learning to believe in sunspots, Econometrica 58, 277-307.

  30. [37] Zarnowitz, V., Moore, G., 1986. Major changes in cyclical behaviour, in R. Gordon (ed.): The American Business Cycle, University of Chicago Press.
    Paper not yet in RePEc: Add citation now
  31. [4] Bollerslev, T., Wooldridge, J. M., 1992. Quasi-maximum likelihood estimation and inference in dynamic models with time varying covariances , Econometric Reviews, 11, 143-172.
    Paper not yet in RePEc: Add citation now

  32. [5] Caporale, T., McKiernan, B., 1996. The relationship between output variability and growth: evidence from post war UK data, Scottish Journal of Political Economy, 43, 229-236.

  33. [6] Caporale, T., McKiernan, B., 1998. The Fischer Black hypothesis: some time-series evidence, Southern Economic Journal, 64, 765-771.
    Paper not yet in RePEc: Add citation now

  34. [7] Coulson, E., Robins, R., 1985. Aggregate economic activity and the variance of inflation: another look, Economics Letters, 71-75.

  35. [8] Cukierman, A., Gerlach, S., 2003. The inflation bias revisited: theory and some international evidence, The Manchester School 71, 541-565.

  36. [9] Cukierman, A., Meltzer, A., 1986. A theory of ambiguity, credibility, and inflation under discretion and asymmetric information, Econometrica 54, 1099-1128.

Cocites

Documents in RePEc which have cited the same bibliography

  1. Monetary Policy Credibility and Exchange Rate Pass-Through in South Africa. (2018). Kabundi, Alain ; Mlachila, Montfort.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2018/173.

    Full description at Econpapers || Download paper

  2. .

    Full description at Econpapers || Download paper

  3. Uncertainty in the housing market: Evidence from the US states. (2017). Fountas, Stilianos ; Christidou, Maria .
    In: Discussion Paper Series.
    RePEc:mcd:mcddps:2017_08.

    Full description at Econpapers || Download paper

  4. Nominal uncertainty, real uncertainty and macroeconomic performance in a time-varying asymmetric framework: Implications for monetary policy. (2017). Habibullah, Muzafar Shah ; Baharumshah, Ahmad Zubaidi ; Hook, Law Siong .
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:42:y:2017:i:c:p:75-93.

    Full description at Econpapers || Download paper

  5. The Asymmetric Effects of Real and Nominal Uncertainty on Inflation and Output Growth: Empirical Evidence from Bangladesh. (2017). Law, Siong Hook ; Habibullah, Muzafar Shah ; Baharumshah, Ahmad Zubaidi ; Hook, Law Siong .
    In: International Journal of Economics and Financial Issues.
    RePEc:eco:journ1:2017-01-49.

    Full description at Econpapers || Download paper

  6. INVESTIGATION ON THE CAUSAL RELATIONSHIP BETWEEN INFLATION, OUTPUT GROWTH AND THEIR UNCERTAINTIES IN ROMANIA. (2016). Asandului, Mircea ; Pintilescu, Carmen ; JEMNA, Danut-Vasile ; VIORICA, Elena-Daniela .
    In: Review of Economic and Business Studies.
    RePEc:aic:revebs:y:2016:j:17:pintilescuc.

    Full description at Econpapers || Download paper

  7. Inflation, output growth and their uncertainties in South Africa: Empirical evidence from an asymmetric multivariate GARCH-M model. (2015). Ndoricimpa, Arcade.
    In: Applied Econometrics.
    RePEc:ris:apltrx:0269.

    Full description at Econpapers || Download paper

  8. The Impossible Trinity and Financial Markets – An Examination of Inflation Volatility Spillovers. (2015). Bosupeng, Mpho.
    In: MPRA Paper.
    RePEc:pra:mprapa:77923.

    Full description at Econpapers || Download paper

  9. Cross sectional evidence on the relation between monetary policy, macroeconomic conditions and low-frequency inflation uncertainty. (2014). Conrad, Christian ; Hartmann, Matthias .
    In: Annual Conference 2014 (Hamburg): Evidence-based Economic Policy.
    RePEc:zbw:vfsc14:100477.

    Full description at Econpapers || Download paper

  10. The link between economic growth and growth volatility. (2014). Lin, Shu-Chin ; Kim, Dong-Hyeon.
    In: Empirical Economics.
    RePEc:spr:empeco:v:46:y:2014:i:1:p:43-63.

    Full description at Econpapers || Download paper

  11. Inflation--growth nexus: some bivariate EGARCH evidence for Bangladesh. (2013). Paul, Biru Paksha .
    In: Macroeconomics and Finance in Emerging Market Economies.
    RePEc:taf:macfem:v:6:y:2013:i:1:p:66-76.

    Full description at Econpapers || Download paper

  12. Nonlinearities and the nexus between inflation and inflation uncertainty in Egypt: New evidence from wavelets transform framework. (2013). Selmi, Refk ; bouoiyour, jamal.
    In: MPRA Paper.
    RePEc:pra:mprapa:52414.

    Full description at Econpapers || Download paper

  13. Inflation Uncertainty, Output Growth Uncertainty and Macroeconomic Performance: Comparing Alternative Exchange Rate Regimes in Eastern Europe. (2013). Nenovsky, Nikolay ; KEBEWAR, Mazen ; Khan, muhammad ; Bhatti, muhammad khan Bhatti.
    In: MPRA Paper.
    RePEc:pra:mprapa:45523.

    Full description at Econpapers || Download paper

  14. Inflation Uncertainty, Output Growth Uncertainty and Macroeconomic Performance: Comparing Alternative Exchange Rate Regimes in Eastern Europe. (2013). Nenovsky, Nikolay ; KEBEWAR, Mazen ; Khan, muhammad ; Bhatti, muhammad khan Bhatti.
    In: Working Papers.
    RePEc:hal:wpaper:halshs-00804556.

    Full description at Econpapers || Download paper

  15. Conditional heteroskedasticity in macroeconomics data: UK inflation, output growth and their uncertainties. (2013). Karanasos, Menelaos ; Zeng, Ning .
    In: Chapters.
    RePEc:elg:eechap:14327_12.

    Full description at Econpapers || Download paper

  16. Inflation, output and uncertainty in the era of inflation targeting – A multi-economy view on causal linkages. (2013). Roestel, Jan ; Hartmann, Matthias .
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:37:y:2013:i:c:p:98-112.

    Full description at Econpapers || Download paper

  17. Effect of inflation uncertainty, output uncertainty and oil price on inflation and growth in Australia. (2011). Chowdhury, Anis ; Mallik, Girijasankar.
    In: Journal of Economic Studies.
    RePEc:eme:jespps:v:38:y:2011:i:4:p:414-429.

    Full description at Econpapers || Download paper

  18. The Impact of Inflation Uncertainty on Output Growth and Inflation in Thailand. (2011). Opiela, Timothy ; Jiranyakul, Komain.
    In: Asian Economic Journal.
    RePEc:bla:asiaec:v:25:y:2011:i:3:p:291-307.

    Full description at Econpapers || Download paper

  19. The links between inflation and inflation uncertainty at the longer horizon. (2010). Tsyplakov, Alexander.
    In: MPRA Paper.
    RePEc:pra:mprapa:26908.

    Full description at Econpapers || Download paper

  20. The relationship between inflation, output growth, and their uncertainties: Evidence from selected CEE countries. (2010). Omay, Tolga ; Hasanov, Mübariz.
    In: MPRA Paper.
    RePEc:pra:mprapa:23764.

    Full description at Econpapers || Download paper

  21. Monetary policy committee size and inflation volatility. (2010). Erhart, Szilárd ; Paz, Jose Vasquez ; Lehment, Harmen.
    In: International Economics and Economic Policy.
    RePEc:kap:iecepo:v:7:y:2010:i:4:p:411-421.

    Full description at Econpapers || Download paper

  22. The links between inflation and inflation uncertainty at the longer horizon. (2010). Tsyplakov, Alexander ; Alexander, Tsyplakov .
    In: EERC Working Paper Series.
    RePEc:eer:wpalle:10/09e.

    Full description at Econpapers || Download paper

  23. Multivariate Granger causality between electricity generation, exports, prices and GDP in Malaysia. (2010). Smyth, Russell ; Lean, Hooi Hooi.
    In: Energy.
    RePEc:eee:energy:v:35:y:2010:i:9:p:3640-3648.

    Full description at Econpapers || Download paper

  24. DYNAMICS OF INFLATION, OUTPUT GROWTH AND THEIR UNCERTAINTY IN THE UK: AN EMPIRICAL ANALYSIS. (2010). Ozdemir, Zeynel.
    In: Manchester School.
    RePEc:bla:manchs:v:78:y:2010:i:6:p:511-537.

    Full description at Econpapers || Download paper

  25. Enflasyon ve enflasyon belirsizliği ilişkisi için G7 ekonomileri üzerine bir inceleme. (2009). KORAP, LEVENT.
    In: MPRA Paper.
    RePEc:pra:mprapa:19478.

    Full description at Econpapers || Download paper

  26. New time series evidence for the causality relationship between inflation and inflation uncertainty in the Turkish economy. (2009). KORAP, LEVENT ; Saatiolu, Cem .
    In: MPRA Paper.
    RePEc:pra:mprapa:19246.

    Full description at Econpapers || Download paper

  27. On the links between inflation, output growth and uncertainty: system-GARCH evidence from the Turkish economy. (2009). KORAP, LEVENT.
    In: MPRA Paper.
    RePEc:pra:mprapa:19054.

    Full description at Econpapers || Download paper

  28. Macroeconomic uncertainty and performance in the European Union. (2009). Fountas, Stilianos ; Bredin, Don.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:28:y:2009:i:6:p:972-986.

    Full description at Econpapers || Download paper

  29. The effect of inflation uncertainty on inflation: Stochastic volatility in mean model within a dynamic framework. (2009). YILDIRIM, JULIDE ; Yalcin, Yeliz ; Berument, Hakan.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:26:y:2009:i:6:p:1201-1207.

    Full description at Econpapers || Download paper

  30. Understanding the inflation-output nexus for China. (2009). Smyth, Russell ; Narayan, Seema.
    In: China Economic Review.
    RePEc:eee:chieco:v:20:y:2009:i:1:p:82-90.

    Full description at Econpapers || Download paper

  31. Macroeconomic Uncertainty and Performance in Asian Countries *. (2009). Fountas, Stilianos ; Elder, John ; Bredin, Don.
    In: Review of Development Economics.
    RePEc:bla:rdevec:v:13:y:2009:i:2:p:215-229.

    Full description at Econpapers || Download paper

  32. Modeling Volatility Spillovers between the Variabilities of US Inflation and Output: the UECCC GARCH Model. (2008). Conrad, Christian ; Karanasos, Menelaos.
    In: Working Papers.
    RePEc:awi:wpaper:0475.

    Full description at Econpapers || Download paper

  33. Monetary policy committee size and inflation volatility. (2007). Erhart, Szilárd ; Vasquez-Paz, Jose Luis ; Lehment, Harmen .
    In: Kiel Working Papers.
    RePEc:zbw:ifwkwp:1377.

    Full description at Econpapers || Download paper

  34. Volatile public spending in a model of money and sustainable growth. (2007). Varvarigos, Dimitrios.
    In: Discussion Paper Series.
    RePEc:lbo:lbowps:2007_18.

    Full description at Econpapers || Download paper

  35. Inflation, output growth, and nominal and real uncertainty: Empirical evidence for the G7. (2007). Fountas, Stilianos ; Karanasos, Menelaos.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:26:y:2007:i:2:p:229-250.

    Full description at Econpapers || Download paper

  36. Reexamining the linkages between inflation and output growth: A bivariate ARFIMA-FIGARCH approach. (2006). Caglayan, Mustafa ; Jiang, Feng.
    In: Working Papers.
    RePEc:gla:glaewp:2006_8.

    Full description at Econpapers || Download paper

  37. The links between inflation, inflation uncertainty and output growth: New time series evidence from Japan. (2006). Wilson, Bradley Kemp.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:28:y:2006:i:3:p:609-620.

    Full description at Econpapers || Download paper

  38. On the inflation-uncertainty hypothesis in the USA, Japan and the UK: a dual long memory approach. (2005). Karanasos, Menelaos ; Conrad, Christian.
    In: Japan and the World Economy.
    RePEc:eee:japwor:v:17:y:2005:i:3:p:327-343.

    Full description at Econpapers || Download paper

  39. Is a Monetary Union a Never-Ending Story?. (2005). Menoncin, Francesco ; Tronzano, Marco.
    In: Revue économique.
    RePEc:cai:recosp:reco_561_0025.

    Full description at Econpapers || Download paper

  40. Macroeconomic Uncertainty and Macroeconomic Performance: Are they related?. (2004). Fountas, Stilianos ; Bredin, Don.
    In: Money Macro and Finance (MMF) Research Group Conference 2004.
    RePEc:mmf:mmfc04:51.

    Full description at Econpapers || Download paper

  41. The asymmetric effects of uncertainty on inflation and output growth. (2004). Shields, K ; Olekalns, Nilss ; Henry, Ólan ; Grier, Kevin.
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:19:y:2004:i:5:p:551-565.

    Full description at Econpapers || Download paper

  42. The Inflationary Impact of Wage Indexation. (2003). Heinemann, Frank.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_867.

    Full description at Econpapers || Download paper

  43. INFLATION AND PRICE DISPERSION IN EQUITY MARKETS AND IN GOODS AND SERVICES MARKETS. (2002). Popper, Helen ; Parsley, David.
    In: Macroeconomics.
    RePEc:wpa:wuwpma:0211004.

    Full description at Econpapers || Download paper

  44. The Effects of Uncertainty on Macroeconomic Performance: The Importance of the Conditional Covariance Model.. (2001). Olekalns, Nilss ; Henry, Ólan ; Grier, Kevin.
    In: Department of Economics - Working Papers Series.
    RePEc:mlb:wpaper:818.

    Full description at Econpapers || Download paper

  45. The effects of real and nominal uncertainty on inflation and output growth: some garch-m evidence. (2000). Grier, Kevin ; Perry, Mark J..
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:15:y:2000:i:1:p:45-58.

    Full description at Econpapers || Download paper

  46. The Benefits of Low Inflation: Taking Shock A nickel aint worth a dime any more [Yogi Berra]. (1998). O'Reilly, B..
    In: Technical Reports.
    RePEc:bca:bocatr:83.

    Full description at Econpapers || Download paper

  47. Quasifundamental Variation in the Price Level and the Inflation Rate,. (1997). Russell, Steven .
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:74:y:1997:i:1:p:106-151.

    Full description at Econpapers || Download paper

  48. Lindexation des salaires et la politique monétaire : Que nous apporte une approche stratégique ?. (1994). Kempf, Hubert.
    In: Revue Économique.
    RePEc:prs:reveco:reco_0035-2764_1994_num_45_3_409534.

    Full description at Econpapers || Download paper

  49. The Long Memory and Variability of Inflation : A Reappraisal of the Friedman Hypothesis. (1992). Chung, C. ; Baillie, R. ; Tieslau, M..
    In: Discussion Paper.
    RePEc:tiu:tiucen:49a709f4-608f-43c5-840b-cd4c942c00b7.

    Full description at Econpapers || Download paper

  50. Why Does High Inflation Raise Inflation Uncertainty?. (1990). Ball, Laurence.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:3224.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2024-12-29 17:59:05 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.