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|Title:||Replication of Grier, Henry, Olekalns and Shields (2004): the Asymmetric Effects of Uncertainty on Inflation and Output Growth||Authors:||Savva, Christos S.||Keywords:||Econometrics;Asymmetric effects||Category:||Economics and Business||Field:||Social Sciences||Issue Date:||1-Sep-2016||Publisher:||John Wiley and Sons Ltd||Source:||Journal of Applied Econometrics, 2016, Volume 31, Issue 6, Pages 1192-1196||DOI:||10.1002/jae.2462||Abstract:||In their influential work Grier et al.(The asymmetric effects of uncertainty on inflation and output growth. Journal of Applied Econometrics 2004; 19: 551–565) examine the effects of growth and inflation uncertainties on their average rates. The current study replicates their main results and performs a similar analysis on a more recent dataset. Their findings are confirmed to a large extent. Copyright © 2015 John Wiley & Sons, Ltd.||URI:||http://ktisis.cut.ac.cy/handle/10488/9311||ISSN:||08837252||Rights:||Copyright © 2015 John Wiley & Sons, Ltd.||Type:||Article|
|Appears in Collections:||Άρθρα/Articles|
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