Oteng-Abayie, Eric Fosu; Doe, Samuel Kwame - In: E3 Journal of Business Management and Economics. 4 (2013) 12, pp. 259-266
The study investigates the relationship between inflation and inflation uncertainty for the period 1984-2011. The work uses the monthly Consumer Price Index to proxy inflation. The General Autoregressive Heteroscedasticity (GARCH) model is employed to estimate the conditional variability of...
