Nominal uncertainty, real uncertainty and macroeconomic performance in a time-varying asymmetric framework : implications for monetary policy
Year of publication: |
December 2017
|
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Authors: | Shah, Said Zamin ; Baharumshah, Ahmad Zubaidi ; Law, Siong Hook ; Habibullah, Muzafar Shah |
Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 42.2017, p. 75-93
|
Subject: | Inflation | Output growth | Inflation uncertainty | Output uncertainty | South Asia | Risiko | Risk | Geldpolitik | Monetary policy | Bruttoinlandsprodukt | Gross domestic product | Wirtschaftswachstum | Economic growth | Südasien | Inflationserwartung | Inflation expectations | Theorie | Theory | ARCH-Modell | ARCH model |
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