The effects of real and nominal uncertainty on inflation and output growth: some garch‐m evidence

By K. Grier, Mark J. Perry. 2000

388 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/dac92cc6341ac96dee2ef7e571ce1885147a2dac

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Citations in the corpus

Risk Matters: The Real Effects of Volatility Shocks (2009, neutral): “Grier and Perry (2000) and Fountas and Karanasos (2007) relate in ation and output volatility with average output growth while Elder (2004) links nominal and real volatility.”
Inflation, Inflation Uncertainty and a Common European Monetary Policy (2004, neutral): “Brunner and Hess (1993), Grier and Perry (1998, 2000) and Fountas et al. (2000) find evidence in favour, whereas Baillie et al. (1996) find evidence against it.”
Inflation Uncertainty, Output Growth Uncertainty and Macroeconomic Performance (2006, methodology): “Grier and Perry (2000) and Grier et al. (2004) find US evidence of a positive effect.”
Inflation Forecast Uncertainty (2003, neutral): “However, output growth uncertainty 10See, among others, Levi and Makin (1980), Makin (1982), Mullineaux (1980), Grier and Perry (2000), Evans and Wachtel (1993), and Zarnowitz and Lambros (1987).”
Macroeconomics and Volatility: Data, Models, and Estimation (2010, neutral): “Grier and Perry (2000) and Fountas and Karanasos (2007) relate in ‡ation and output volatility with average output growth, while Elder (2004a and 2004b) links nominal and real volatility.”
Policy Uncertainty in Japan (2017, methodology): “Ito (2016) finds negative effects of policy uncertainty on employment and expenditures for consumer durables.”
Inflation and Output Growth Uncertainty and their Relationship with Inflation and Output Growth (2002, methodology): “It would be expected that the effect of 1For an alternative empirical methodology focusing on a smaller number of testable hypotheses and US data, see Grier and Perry (2000). output growth on inflation uncertainty would be positive.”
The Euro and Inflation Uncertainty in the European Monetary Union (2009, background): “Brunner and Hess (1993), and Grier and Perry (1998, 2000) , inter alia, find evidence”
Economic uncertainty and bank risk: Evidence from emerging economies (2020, neutral): “For example, Grier and Perry (2000) distinguish the effects of real (i.”
Another Perspective on the Effects of Inflation Uncertainty (2004, methodology): “For example, Grier and Perry (2000) find that monthly inflation uncertainty reduces output growth contemporaneously over various sample periods, while Davis and Kanago (1996) find that a one-standard deviation shock to inflation decreases real output growth about 1% after six months.”
Inflation, output growth, and nominal and real uncertainty: Empirical evidence for the G7 (2007, methodology): “Our paper differs from Grier and Perry (2000) in the chosen econometric methodology and the scope of countries considered.”