Inflation, inflation uncertainty and growth in the Iranian economy : an application of BGARCH-M model with BEKK approach
Year of publication: |
2013
|
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Authors: | Heidari, Hassan ; Katırcıoğlu, Salih Turan ; Bashiri, Sahar |
Published in: |
Journal of business economics and management. - Vilnius : VTGU Press Technika, ISSN 1611-1699, ZDB-ID 2208925-1. - Vol. 14.2013, 5, p. 819-832
|
Subject: | inflation uncertainty | growth uncertainty | BGARCH-M | BEKK approach | Iran | Inflation | Risiko | Risk | Wirtschaftswachstum | Economic growth | ARCH-Modell | ARCH model | Inflationserwartung | Inflation expectations | Schätzung | Estimation |
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