Replication of Grier, Henry, Olekalns and Shields (2004): the Asymmetric Effects of Uncertainty on Inflation and Output Growth

B-Tier
Journal: Journal of Applied Econometrics
Year: 2016
Volume: 31
Issue: 6
Pages: 1192-1196

Score contribution per author:

2.011 = (α=2.01 / 1 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

In their influential work Grier et al.(The asymmetric effects of uncertainty on inflation and output growth. Journal of Applied Econometrics 2004; <b>19</b>: 551–565) examine the effects of growth and inflation uncertainties on their average rates. The current study replicates their main results and performs a similar analysis on a more recent dataset. Their findings are confirmed to a large extent. Copyright © 2015 John Wiley & Sons, Ltd.

Technical Details

RePEc Handle
repec:wly:japmet:v:31:y:2016:i:6:p:1192-1196
Journal Field
Econometrics
Author Count
1
Added to Database
2026-01-29