The link between macroeconomic performance and variability in the UK

C-Tier
Journal: Economics Letters
Year: 2010
Volume: 106
Issue: 3
Pages: 154-157

Authors (3)

Conrad, Christian (not in RePEc) Karanasos, Menelaos (not in RePEc) Zeng, Ning (Jinan University)

Score contribution per author:

0.335 = (α=2.01 / 3 authors) × 0.5x C-tier

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

Abstract

This paper examines the link between inflation, output growth and their respective variabilities. We employ a bivariate GARCH model, which incorporates mean and level effects, to investigate in a unified empirical framework all the possible interactions between the four variables. We show that not only does variability affect performance but the latter influences the former as well. Specifically, inflation has a positive impact on both variabilities.

Technical Details

RePEc Handle
repec:eee:ecolet:v:106:y:2010:i:3:p:154-157
Journal Field
General
Author Count
3
Added to Database
2026-01-25