Javed, Sajid Amin; Khan, Saud Ahmad; Haider, Azad; … - In: International Journal of Economics and Financial Issues 2 (2012) 3, pp. 348-356
This study examines relationship between Inflation and Inflation uncertainty for Pakistan using monthly data over 1957:1-2007:12. ARMA-GARCH model is applied to estimate conditional volatility of inflation. Findings of the study support Friedman-Ball hypothesis for Pakistan as Granger-causality...
