The asymmetric effects of uncertainty on inflation and output growth (JAE 2004)

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Contents

Article

Authors Title Journal Year Edition Pages JEL Codes Keywords
Kevin B. Grier, Ólan T. Henry, Nilss Olekalns, Kalvinder Shields The asymmetric effects of uncertainty on inflation and output growth JAE 2004 5 551–565 - -

Article information

Program code Data Readme Method(s) & estimation Data type Data used Origin of data used Software used (Version)
- - - Generalized autoregressive conditional heteroskedasticity (GARCH) - - - -

Replication of this study

Authors Title Journal Year Edition Pages JEL Codes Keywords Replication type Replication result [refer to replication type 1 and 2] Raw data Call into question Authors statement
Christos S. Savva Replication of Grier, Henry, Olekalns and Shields (2004): the Asymmetric Effects of Uncertainty on Inflation and Output Growth JAE 2016 6 1192–6 - - 2 - wide sense (new data) - - 2 - partly -

References

DOI: 10.1002/jae.763 IDEAS: a/jae/japmet/v19y2004i5p551-565.html EconPapers: RePEc:jae:japmet:v:19:y:2004:i:5:p:551-565


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