Inflation, inflation uncertainty and growth in the Iranian economy: an application of BGARCH-M model with BEKK approach

Inflation, inflation uncertainty and growth in the Iranian economy: an application of BGARCH-M model with BEKK approach

This paper investigates the relationship between inflation, economic growth and their respective uncertainties in Iran for the period of 1988–2008 by using quarterly data. We employ a Bivariate Generalized Autoregressive Conditional Heteroskedasticity-in-Mean (BGARCH-M) model to examine in a unifie...

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Bibliographic Details
Main Authors: Hassan Heidari, Salih Turan Katircioglu, Sahar Bashiri
Format: Article
Language:English
Published: Vilnius Gediminas Technical University 2013-11-01
Series:Journal of Business Economics and Management
Subjects:
inflation uncertainty
growth uncertainty
BGARCH-M
BEKK approach
Iran
Online Access:https://journals.vgtu.lt/index.php/JBEM/article/view/3748

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