We use a very general bivariate GARCH-M model and quarterly data for five Asian countries to test for the impact of real and nominal macroeconomic uncertainty on inflation and output growth. Our evidence supports a number ...
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 ...
We analyze the impact of volatility per se on real exports for a small open economy
concentrating on Irish trade with the United Kingdom and the United States. An
important element is that we take account of the time lag ...
Bredin, Donal; Cotter, John(University College Dublin. School of Business. Centre for Financial Markets, 2004-10-12)
We analyse the impact of volatility per se on exports for a a small open economy concentrating on Irish trade with the UK and the US. An important element is that we take account of the time lag between
the trade decision ...