Omay, Tolga; Aluftekin, Nilay; Karadagli, Ece C. - Volkswirtschaftliche Fakultät, … - 2009
In this study, a bi-variate Generalized Autoregressive Conditional Heteroscedasticty model is used in order to investigate the Granger causality relationships between output growth, inflation rate and their uncertainties. Our test results show that the existence of Granger-causality is observed...