Macroeconomic Uncertainty, Growth and Inflation in the Eurozone : A Causal Approach

In this paper, we evaluate the causal relationship between macroeconomic uncertainty indices, inflation and growth rate for 17 Eurozone countries on a county level examination. In performing a series of linear and non-linear causality tests we find little evidence of a causal relationship between uncertainty and macroeconomic variables. Thus, macroeconomic analysis based on uncertainty indices should be treated with caution

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Year of publication:	2017
Authors:	Plakandaras, Vasilios
Other Persons:	Gupta, Rangan (contributor) ; Gkonkas, Periklēs (contributor) ; Papadimitriou, Theophilos (contributor)
Publisher:	[2017]: [S.l.] : SSRN
Subject:	Inflation \| Eurozone \| Euro area \| Wirtschaftswachstum \| Economic growth \| Kausalanalyse \| Causality analysis \| EU-Staaten \| EU countries \| Risiko \| Risk

Extent:	1 Online-Ressource (12 p)
Type of publication:	Book / Working Paper
Language:	English
Notes:	Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments October 12, 2017 erstellt
Other identifiers:	10.2139/ssrn.3051546 [DOI]
Classification:	C32 - Time-Series Models ; E23 - Production ; E27 - Forecasting and Simulation ; E31 - Price Level; Inflation; Deflation ; E37 - Forecasting and Simulation
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10012945818