Relationship between Inflation and Inflation Uncertainty in the OPEC countries
Publish Year: 1391
نوع سند: مقاله کنفرانسی
زبان: English
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شناسه ملی سند علمی:
ACMFEP22_008
تاریخ نمایه سازی: 12 شهریور 1392
Abstract:
In this paper we have studied the relationship between inflation and inflation uncertainty for OPEC countries with monthly data for inflation over the period 1990 to 2009. The causality between the inflation and inflation uncertainty is tested by using the Full Information Maximum Likelihood Method with extended lags. Our results suggest that inflation causes inflation uncertainty for all the OPEC countries, while inflation uncertainty causes inflation for Algeria, Iran, Iraq, Libya, UAE, Qatar and Kuwait. Furthermore, we have found that in four countries (Iran, Saudi Arabia, Ecuador and the Venezuela) increased inflation uncertainty leads to an increase in inflation by a lower rate, while and in two countries (Angola and UAE), increased inflation uncertainty leads to an increase in inflation by a higher rate.
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Authors
Yazdan Gudarzi Farahani
M.A student in Economics, Department of Economics, University of Tehran, Iran
Behzad Varmazyari
M.A student in Economics, Department of Economics, University of Tehran, Iran
Ehsan Asghari Ghara
M.A student in Economics, Department of Economics, University of Tehran, Iran
Masood Dastan
M.A student in Economics, Department of Economics, University of Tehran, Iran
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