کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
5061350 1371830 2010 4 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
The link between macroeconomic performance and variability in the UK
موضوعات مرتبط
علوم انسانی و اجتماعی اقتصاد، اقتصادسنجی و امور مالی اقتصاد و اقتصادسنجی
پیش نمایش صفحه اول مقاله
The link between macroeconomic performance and variability in the UK
چکیده انگلیسی

This paper examines the link between inflation, output growth and their respective variabilities. We employ a bivariate GARCH model, which incorporates mean and level effects, to investigate in a unified empirical framework all the possible interactions between the four variables. We show that not only does variability affect performance but the latter influences the former as well. Specifically, inflation has a positive impact on both variabilities.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Economics Letters - Volume 106, Issue 3, March 2010, Pages 154-157
نویسندگان
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