Inflation uncertainty and economic growth: evidence from the LAD ARCH model

• Main Authors: Baharumshah, Ahmad Zubaidi, Hamzah, Nor Aishah, Muhammad Sabri, Shamsul Rijal
• Format: Article
• Language: English
• Published: Taylor & Francis 2011
• Online Access: http://psasir.upm.edu.my/id/eprint/22841/1/Inflation%20uncertainty%20and%20economic%20growth.pdf; http://psasir.upm.edu.my/id/eprint/22841/

In this paper, we combined the panel data and least absolute deviation autoregressive conditional heteroscedastic (ARCH) (L 1-ARCH) model to infer on the relationship between inflation uncertainty and economic growth in five emerging market economies. Two interesting findings emerged from the analys...