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**Inflation, output growth, volatility and causality: evidence from panel data and the G7 countries.**
*(English)*
Zbl 1254.91631

Summary: This study investigates, through univariate GARCH models and a panel set for the G7, whether there is any causality between inflation, output growth, and inflation uncertainty. The results suggest that inflation affects output growth, while inflation causes inflation uncertainty.

### MSC:

91B84 | Economic time series analysis |

91B82 | Statistical methods; economic indices and measures |

62P20 | Applications of statistics to economics |

62M10 | Time series, auto-correlation, regression, etc. in statistics (GARCH) |

Full Text:
DOI

### References:

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