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Author = Solaymani, Sirous

Number of Articles: 1
The Relationship between Inflation and Inflation Uncertainty in the Short- and Long-run: State Space Models with Markov Regime Switching Heteroskedasticity

Reza Najarzadeh; Bahram Sahabi; Sirous Solaymani

Volume 18, Issue 54 , April 2013, , Pages 1-25

Abstract
  In this study by using Markov Regime Heteroscedasticity method (MRSH) In the form of state-space model the relationship between inflation and uncertainty  of inflation in Iranian economics is examined. The period of the study is the first quarter of  1367 to the third quarter of 1389. The reaction ...  Read More