List of Articles نااطمینانی تورمی

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  1 - Inflation and Inflation Uncertainty in Iran: A New Approach to the Study of Interactive Communication
  K. Emami A. Salmanpoor
  consequences have the major importance but the study of the relationship between inflation and inflationuncertainty is important as well since one of the major consequences of inflation may be the uncertaintyabout the future inflation. In fact, inflation uncertainty is More

  consequences have the major importance but the study of the relationship between inflation and inflationuncertainty is important as well since one of the major consequences of inflation may be the uncertaintyabout the future inflation. In fact, inflation uncertainty is a part of unpredictable future inflation rate that canadd the consequences of the negative effects of inflation on economic variables because, by their decisionsand actions, the economic agents may reduce or destroy the costs of the predicted part of the inflation. Butthe inflation uncertainty is the unpredictable part of the inflation. Inflation uncertainty has had great effectson labor supply, savings, investment, economic growth and etc. and following these, other economicvariables are influenced as well. There are two major views on the relationship between inflation andinflation uncertainty: the first one being Friedman-Ball hypothesis, and the second Cukierman-Meltzerhypothesis. In this article, two different theoretical view points are studied and finally by the help ofautoregressive conditional heteroskedasticity (ARCH) model and its generalized form, i.e., (GARCH), aunidirectional relationship from inflation to inflation uncertainty or vise versa and the probability of abilateral relationship between these two variables in economics of Iran and during the years between 1315-1382 have been analyzed. The relationship between these two variables have been studied in the short-,middle-, and long-run and the results obtained support the existence of a unidirectional relationship frominflation to inflation uncertainty. For the short-run, this relationship is more intensive than long-run. In thestudy of the effects of inflation shocks on inflation uncertainty, it can be said that inflation shocks had had asymmetric effect on inflation uncertainty in the short-run but asymmetric one in the long-run and then thepositive shocks will have greater effect on the inflation uncertainty than the negative shocks in the long-run. Manuscript profile
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  2 - Inflation; Inflation Uncertainty; Investment growth and Economic Growth in Iran
  امیر غلامی اکبر کمیجانی
  This study investigates the relationship between inflation; inflationuncertainty; investment growth and economic growth, over the period 1367‐1387 in Iran. We used Trivariate‐GARCH model and our results indicate thatthe hypothesis of Friedman (1977) and Ball (1992) conc More

  This study investigates the relationship between inflation; inflationuncertainty; investment growth and economic growth, over the period 1367‐1387 in Iran. We used Trivariate‐GARCH model and our results indicate thatthe hypothesis of Friedman (1977) and Ball (1992) concerning that theincrease in inflation rate, leads to inflation uncertainty, is not rejected for Iranduring the period of our study. Thus, we conclude that any variable thatincreases the rate of inflation, leads to inflation uncertainty and consequentlyreduces the economic growth in Iran. Therefore it is helpful if governmentpursue an inflation targeting policy. Our results also confirm that any increasein inflationary uncertainty reduces the rate of investment and production asindicated by Bernanke (1983); Dixit &Pyndyk (1994) and Friedman (1977).Finally our model rejects the hypothesis of Holland (1995) i.e. there exist anegative causality between inflation uncertainty and inflation rate. Manuscript profile
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  3 - Study the Effect of Misery Index and Inflation Uncertainty on Life Expectancy and Child Mortality Under Five in Iran
  roya aleemran seyed ali aleemran
  Introduction: Given the importance of life expectancy and child mortality as indicators of society health and also the importance of misery index and inflation uncertainty, the present study aimed to assess the impact of misery index and inflation uncertainty on life ex More

  Introduction: Given the importance of life expectancy and child mortality as indicators of society health and also the importance of misery index and inflation uncertainty, the present study aimed to assess the impact of misery index and inflation uncertainty on life expectancy and child mortality under five in Iran. Methods: This research method is an analysis-causal and its target is application and statistics and data about the variables used in this study are extracted from economic time series database of Central Bank of the Islamic Republic of Iran and World Development Indicators. Also, Econometric tools used in research are Eviews and Microfit Softwares and the econometric methods are GARCH and ARDL methods over the period of first quarter of 1996 to fourth quarter of 2018 for country of Iran. The level of significant is 5 percent. Results: According to research findings, in the long run, one unit increase in each of the variables of misery index and inflation uncertainty decrease life expectancy by 0.07 and 21.30 unit respectively. Also, one unit increase in each of the variables of misery index and inflation uncertainty increase child mortality under five by 0.20 and 43.01 unit respectively. Conclusion: given the results of study, it is recommended that policy makers with the use of proper economic policies to reduce the misery index and inflation uncertainty, take a step toward improving health in the society. Manuscript profile
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  4 - Investigating the Relationship between Inflation Rates and Inflation Uncertainty in Iran by Using Markov-Switching Regression
  Ali Hosein Samadi Sharareh Majdzadeh tabatabaee
  This paper studies the relation between inflation rates and its uncertainty by using Markov-Switching regression model and monthly data of consumer price index during 1990:01-2012:09 in Iran. Inflation uncertainty is estimated by using Generalized Autoregressive Conditi More

  This paper studies the relation between inflation rates and its uncertainty by using Markov-Switching regression model and monthly data of consumer price index during 1990:01-2012:09 in Iran. Inflation uncertainty is estimated by using Generalized Autoregressive Conditional Heteroskedastisity (GARCH) model. The empirical results of Markov Switching Auto Regressive (MSAR) model represent the presence of two clearly differentiated regimes over the entire Sample. The first regime corresponds to a high level inflation rate, low volatility, and the second regime corresponds to low level inflation, high volatility. The use of Markov-Switching Regression Model indicates that the increase of inflation rate will be associated to higher uncertainty according to both regimes.   Manuscript profile