| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 5062136 | Economics Letters | 2007 | 8 Pages |
Abstract
The paper investigates inflation-growth causality over 1947-2005 with VARMA-ML-Asymmetric-VGARCH. The results imply that one uncertainty affects positively its level and much less negatively the other level whereas one level influences positively both uncertainties. Friedman's hypothesis was not strongly rejected.
Related Topics
Social Sciences and Humanities
Economics, Econometrics and Finance
Economics and Econometrics
Authors
Y. Hwang,