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

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