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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.
ISSN: 08837252
Rights: Copyright © 2015 John Wiley & Sons, Ltd.
Type: Article
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