Inflation uncertainty and economic growth: evidence from the LAD ARCH model

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Inflation uncertainty and economic growth: evidence from the LAD ARCH model

In this paper, we combined the panel data and least absolute deviation autoregressive conditional heteroscedastic (ARCH) (L 1-ARCH) model to infer on the relationship between inflation uncertainty and economic growth in five emerging market economies. Two interesting findings emerged from the analys...

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Bibliographic Details
Main Authors:	Baharumshah, Ahmad Zubaidi, Hamzah, Nor Aishah, Muhammad Sabri, Shamsul Rijal
Format:	Article
Language:	English
Published:	Taylor & Francis 2011
Online Access:	http://psasir.upm.edu.my/id/eprint/22841/ http://psasir.upm.edu.my/id/eprint/22841/1/Inflation%20uncertainty%20and%20economic%20growth.pdf

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