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Paper Information

Journal:   MONEY AND ECONOMY (PERSIAN)   WINTER 2010 , Volume 2 , Number 2; Page(s) 1 To 30.
 
Paper: 

THE LINKS BETWEEN INFLATION, INFLATION UNCERTAINTY, OUTPUT AND OUTPUT UNCERTAINTY IN IRAN

 
 
Author(s):  MEHRARA MOHSEN, MOJAB R.
 
* 
 
Abstract: 

By applying conditional variance modeling and Granger causality test, we specified some important determinants of real and nominal uncertainty in Iran (1960-2006). In addition we investigated the negative effects of these uncertainties on output growth. Our results show that an increase in the rate of inflation and a decrease in the level of oil revenues can raise nominal uncertainty, while real uncertainty is arisen by oil revenues. This study could not reject the hypothesis that nominal and real uncertainty has no effect on output growth.

 
Keyword(s): NOMINAL UNCERTAINTY, REAL UNCERTAINTY, GARCH MODELS
 
References: 
  • ندارد
 
  Persian Abstract Yearly Visit 73
 
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