Modelling the relationship between inflation and uncertainty with existence of structural break: evidence from Azerbaijan

Modelling the relationship between inflation and uncertainty with existence of structural break: evidence from Azerbaijan

In this paper, I examine the relationship between inflation and uncertainty with the existence of a structural break using inflation data for Azerbaijan over 1996:01-2024:04. Applying conventional structural break tests, I identify a structural breakpoint in the series. I construct an appropriate au...

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Bibliographic Details
Main Author: Vugar RAHIMOV
Format: Article
Language:English
Published: General Association of Economists from Romania 2024-12-01
Series:Theoretical and Applied Economics
Subjects:
arch
garch
inflation
structural break
uncertainty
volatility of inflation
Online Access: http://store.ectap.ro/articole/1787.pdf
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