| Inflation-inflation uncertainty nexus in Iran——Using TARCH model |
| |
| 引用本文： | Dahmardeh Nazar,Zamanian Gholamreza,Pourshahabi Farshid. Inflation-inflation uncertainty nexus in Iran——Using TARCH model[J]. 美中经济评论(英文版), 2009, 8(11): 21-24 |
| |
| 作者姓名： | Dahmardeh Nazar Zamanian Gholamreza Pourshahabi Farshid |
| |
| 作者单位： | [1]Department of Economies, University of Sistan ＆ Baluchestan, Zahedan 98177, Iran [2]Department of Economics, Esfehan University, Esfehan 98177, Iran |
| |
| 摘 要： | This paper examines the relationship between inflation and inflation uncertainty in Iran economy using monthly data of Iran over the period 1990-2009. TARCH model is used to peruse the stochastic variation and asymmetries in the economic instruments. The result indicates that there is a positive relationship between inflation and inflation uncertainty. Also, the authors investigate from the Granger causality test that inflation is Granger causality of inflation uncertainty.
|
| 关 键 词： | 通货膨胀 羟乙基淀粉 不确定性 Granger因果关系检验 伊朗 模型 不对称现象 随机变化 |
Inflation-inflation uncertainty nexus in Iran——Using TARCH model |
| |
| Dahmardeh Nazar Zamanian Gholamreza Pourshahabi Farshid. Inflation-inflation uncertainty nexus in Iran——Using TARCH model[J]. China-USA Business Review, 2009, 8(11): 21-24 |
| |
| Authors: | Dahmardeh Nazar Zamanian Gholamreza Pourshahabi Farshid |
| |
| Affiliation: | Department of Economies, University of Sistan ＆ Baluchestan, Zahedan 98177, Iran; 2. Department of Economics, Esfehan University, Esfehan 98177, Iran) |
| |
| Abstract: | inflation uncertainty TARCH Iran |
| |
| Keywords: | inflation uncertainty TARCH Iran |
| 本文献已被 维普 等数据库收录！ |
