The study examines the long-run relationship between exports and imports in East African Community (EAC) member states in order to test for the sustainability of current account deficits. The study adopts the threshold cointegration test advanced by Enders and Siklos (2001). The findings suggest...

The study examines the causal relationship between inflation uncertainty and output growth uncertainty for selected African countries. Asymmetric BEKK GARCH-M model is used to derive measures of uncertainty for inflation and output growth, and bootstrap causality testing approach is used to...

The study examines the causal relationship between inflation uncertainty and output growth uncertainty for selected African countries. Asymmetric BEKK GARCH-M model is used to derive measures of uncertainty for inflation and output growth, and bootstrap causality testing approach is used to...