Inflation, inflation uncertainty and output growth: recent evidence from ASEAN-5 countries

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Inflation, inflation uncertainty and output growth: recent evidence from ASEAN-5 countries

This paper investigates the links between inflation, its uncertainty and economic growth in five ASEAN countries over the period 1980: Q1–2011: Q3. We rely on the Exponential GARCH (EGARCH) model to explore the causal relationship among the three variables. The major findings are: (i) inflation unce...

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Bibliographic Details
Main Authors:	Mohd, Siti Hamizah, Baharumshah, Ahmad Zubaidi, Fountas, Stilianos
Format:	Article
Language:	English
Published:	World Scientific Publishing 2013
Online Access:	http://psasir.upm.edu.my/id/eprint/28387/ http://psasir.upm.edu.my/id/eprint/28387/1/Inflation.pdf

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