Omay, TolgaOmay, TolgaÇankaya Meslek Yüksekokulu2025-09-232025-09-232011Omay, Tolga (2011). "The relationship between inflation, output growth, and their uncertainties: Nonlinear Multivariate GARCH-M evidence", Economics Bulletin, Vol. 31, No. 4, pp. 3006-3015.1545-2921https://hdl.handle.net/20.500.12416/15521In this paper, we propose a nonlinear multivariate GARCH-M model. We have illustrated the actual modelling by applying the models to inflation and output growth variables and found that the effects of real and nominal uncertainties are regime-dependent.eninfo:eu-repo/semantics/closedAccessArticle2-s2.0-84855302314