Browsing College of Business and Law by Author "Fountas, Stilianos"

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Browsing College of Business and Law by Author "Fountas, Stilianos"

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Is macroeconomic uncertainty bad for macroeconomic performance? Evidence from five Asian countries

Bredin, Donal ; Fountas, Stilianos (University College Dublin. School of Business. Centre for Financial Markets, 2007-03)

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 ...
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. ...
Oil volatility and the option value of waiting : an analysis of the G-7

Bredin, Donal ; Elder, John ; Fountas, Stilianos (University College Dublin. School of Business. Centre for Financial Markets, 2009-08)

There has recently been considerable interest in the potential adverse effects associated with excessive uncertainty in energy futures markets. Theoretical models of investment under uncertainty predict that increased ...