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https://hdl.handle.net/20.500.14279/9311| Title: | Replication of Grier, Henry, Olekalns and Shields (2004): the Asymmetric Effects of Uncertainty on Inflation and Output Growth | Authors: | Savva, Christos S. | metadata.dc.contributor.other: | Σάββα, Χρίστος Σ. | Major Field of Science: | Social Sciences | Field Category: | Economics and Business | Keywords: | Econometrics;Asymmetric effects | Issue Date: | 1-Sep-2016 | Source: | Journal of Applied Econometrics, 2016, vol. 31, no. 6, pp. 1192-1196 | Volume: | 31 | Issue: | 6 | Start page: | 1192 | End page: | 1196 | DOI: | 10.1002/jae.2462 | Journal: | Journal of Applied Econometrics | 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: | https://hdl.handle.net/20.500.14279/9311 | ISSN: | 08837252 | DOI: | 10.1002/jae.2462 | Rights: | © Wiley | Type: | Article | Affiliation : | Cyprus University of Technology |
| Appears in Collections: | Άρθρα/Articles |
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