Книга "Inflation, output growth and their uncertainties in South Africa: Empirical evidence from an asymmet" - Arcade Ndoricimpa

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Автор: Arcade Ndoricimpa

Название: Inflation, output growth and their uncertainties in South Africa: Empirical evidence from an asymmet

Категория: Наука, Образование/Математика

Издательство: Синергия

Год выпуска: 2015

Серия: Прикладная эконометрика. Научные статьи

Тип: book

Описание: The study examines the relationships between inflation uncertainty and output growth uncertainty, and analyzes their effects on the level of inflation and output growth in South Africa. An asymmetric multivariate GARCH-M model suggested by Grier et al. (2

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