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Sunila Jabeen,Farzana Shaheen,Azad Haider
Pág. 709 - 715
State Bank of Pakistan (SBP) has mandate of price stability along with output growth. However, inflation deviation from the announced target is common. Employing impulse response functions and variance decomposition, over the period, 1991Q1-2007Q4,this p...
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Sajid Amin Javed,Saud Ahmed Khan,Azad Haider,Farzana Shaheen
Pág. 348 - 356
This study examines relationship between Inflation and Inflation uncertainty for Pakistan using monthly data over 1957:1-2007:12. ARMA-GARCH model is applied to estimate conditional volatility of inflation. Findings of the study support Friedman-Ball hyp...
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Farzana Shaheen,Azad Haider,Sajid Amin Javed
Pág. 172 - 179
This paper envisages estimating the Time-Varying Non-Accelerating Inflation Rate of Unemployment (TV-NAIRU) as an unobserved stochastic variable for Pakistan over the time period 1973-74 to 2007-08 using Kalman filter. Results of the study are evident th...
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