Browsing Research Articles (University of Pretoria) by Subject "Inflation uncertainty"

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Causality between inflation and inflation uncertainty in South Africa : evidence from a Markov-switching vector autoregressive model

Nasr, Adnen Ben; Balcilar, Mehmet; Ajmi, Ahdi Noomen; Aye, Goodness Chioma; Gupta, Rangan; Van Eyden, Renee (Elsevier, 2015-09)

This study investigates the asymmetric and time-varying causalities between inflation and inflation uncertainty in South Africa within a conditional Gaussian Markov switching vector autoregressive (MS-VAR) model framework. ...
Is inflation uncertainty a self-fulfilling prophecy in South Africa?

Van der Westhuizen, Chevaughn; Van Eyden, Renee; Aye, Goodness Chioma (Wiley, 2023-09)

Inflation uncertainty causes macroeconomic ills and instability in the economy. This paper investigates if rising levels of inflation uncertainty serve as a source of higher inflation outcomes or vice versa, to determine ...
Time–frequency relationship between US inflation and inflation uncertainty : evidence from historical data

Albulescu, Claudiu Tiberiu; Tiwari, Aviral Kumar; Miller, Stephen M.; Gupta, Rangan (Wiley, 2019-11)

We provide new evidence on the relationship between inflation and its uncertainty in the United States on an historical basis, covering the period from 1775 to 2014. First, we use a bounded approach for measuring inflation ...

Now showing items 1-3 of 3

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