Modeling inflation uncertainty in transition economies: The case of Russia and the former Soviet Republics

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2008
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Abstract
This study investigates the linkage between inflation and inflation uncertainty in seven transitional economies (Armenia, Azerbaijan, Georgia, Kazakhstan, the Kyrgyz Republic, the Russian Federation and the Ukraine) which experienced hyper-inflation until the mid-1990s. This linkage is investigated in the ARCH modeling framework by using both conventional Granger noncausality testing and the Holmes-Hutton approach, which has significant small- and large-sample power advantages over the former. The results support the Friedman- Ball hypothesis in Azerbaijan, the Russian Federation and the Ukraine. The Cukierman-Meltzer hypothesis is favored in the Kyrgyz Republic and in the Russian Federation using a different model. In Azerbaijan, greater inflation uncertainty preceded lower rates of inflation, indicative of the strong monetary stabilization policies pursued in this economy.
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serkan2008modelingekonomski Use this key to autocite in the manuscript while using SciMatic Manuscript Manager or Thesis Manager
Authors Serkan, Erkam;Tarkan, Cavusoglu;
Journal ekonomski anali
Year 2008
DOI
DOI not found
URL
http://www.doiserbia.nb.rs/img/doi/0013-3264/2008/0013-32640879044E.pdf
Keywords
Engineering (General). Civil engineering (General) surgery Agriculture (General) Diseases of the circulatory (Cardiovascular) system economics as a science social sciences economic theory. demography economic growth, development, planning polymers and polymer manufacture

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