Abstract

http://ssrn.com/abstract=905098
 
 

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Re-examining Inflation and Inflation Uncertainty in Developed and Emerging Countries


Elton Daal


University of New Orleans - College of Business Administration - Department of Economics and Finance

Atsuyuki Naka


University of New Orleans - College of Business Administration - Department of Economics and Finance

Benito Sanchez


University of New Orleans - College of Business Administration - Department of Economics and Finance


Economics Letters, Vol. 88, No. 3, pp. 295-438, September 2005

Abstract:     
This paper examines the relationship between inflation and inflation uncertainty for both developed and emerging countries. We find new evidence that suggests positive inflationary shocks have stronger impacts on inflation uncertainty for mainly Latin American countries.

Keywords: Inflation uncertainty, asymmetric power GARCH, granger causality

JEL Classification: C22, E31

Accepted Paper Series


Not Available For Download

Date posted: May 30, 2006  

Suggested Citation

Daal, Elton and Naka, Atsuyuki and Sanchez, Benito, Re-examining Inflation and Inflation Uncertainty in Developed and Emerging Countries. Economics Letters, Vol. 88, No. 3, pp. 295-438, September 2005. Available at SSRN: http://ssrn.com/abstract=905098

Contact Information

Elton Daal (Contact Author)
University of New Orleans - College of Business Administration - Department of Economics and Finance ( email )
2000 Lakeshore Drive
New Orleans, LA 70148
United States
504-280-6270 (Phone)
Atsuyuki Naka
University of New Orleans - College of Business Administration - Department of Economics and Finance ( email )
2000 Lakeshore Drive
New Orleans, LA 70148
United States
Benito Sanchez
University of New Orleans - College of Business Administration - Department of Economics and Finance ( email )
2000 Lakeshore Drive
New Orleans, LA 70148
United States
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