Browsing School of Business by Subject "Inflation (Finance)--Econometric models"

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Macroeconomic uncertainty and macroeconomic performance: are they related?

Bredin, Donal ; Fountas, Stilianos (University College Dublin. School of Business. Centre for Financial Markets, 2004-02)

We use a very general multivariate GARCH-M model and G7 monthly data covering the 1957-2003 period to test for the impact of real and nominal macroeconomic uncertainty on inflation and output growth.Our evidence supports ...
Macroeconomic uncertainty and performance in the European Union and implications for the objectives of monetary policy

Bredin, Donal ; Fountas, Stilianos (University College Dublin. School of Business. Centre for Financial Markets, 2005)

We use a very general bivariate GARCH-M model and EU monthly data covering the 1962-2003 period to test for the impact of real (output growth) and nominal (inflation) macroeconomic uncertainty on inflation and output growth. ...