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

Posted: 30 May 2006  

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

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

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: https://ssrn.com/abstract=905098

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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