Asymmetric effects of inflation shocks on inflation uncertainty

2002 ◽  
Vol 30 (4) ◽  
pp. 385-388 ◽  
Author(s):  
Barbara Caporale ◽  
Tony Caporale
Keyword(s):  
Inflation Uncertainty ◽  
Asymmetric Effects

scholarly journals The Asymmetric Effects and Spillovers of Inflation and Output Uncertainty Between the US and Euro Area

2015 ◽  
Vol 11 (1) ◽  
pp. 5-19
Author(s):  
Riyad Abubaker
Keyword(s):  
Euro Area ◽  
Economic Activity ◽  
Higher Order ◽  
Output Growth ◽  
Inflation Uncertainty ◽  
Quarterly Data ◽  
European Economic ◽  
Asymmetric Effects ◽  
Output Uncertainty ◽  
The Us

AbstractThis paper uses GARCH in mean models to examine the potential transmission and asymmetry of output growth and inflation uncertainty across the United States  and the Euro Area . I employ quarterly data on output growth and inflation from 1970Q1-2012Q4. The results in respect to negative and positive shocks show that US output growth and inflation display asymmetric uncertainty. The US uncertainty has asymmetric effects on mean questions.  Within the Euro Area, while the coefficients detecting the asymmetric uncertainty are insignificant; a significant asymmetric affect can exist.  Results also yield that the inflation uncertainty spillover between the two regions is more significant than that of output growth.  US economic activity responds to Euro Area volatility at a higher speed, while the European economic activity is affected  by higher-order lags of US uncertainty.

scholarly journals The Survey of the Asymmetric Effects of Inflation's Positive and Negative Shocks on Inflation Uncertainty in Iran Through the Extending Ball Model (1992)

2019 ◽  
Vol 9 (35) ◽  
pp. 39-68 ◽  
Author(s):  
Ali Akbar Bajelan ◽  
Saeed Karimi Potanlar ◽  
Ahmad Jafari Samimi ◽  
◽  
◽  
...  
Keyword(s):  
Inflation Uncertainty ◽  
Asymmetric Effects
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