Assessing the effect of inflation uncertainty on inflation : further evidences for Latin America
Year of publication: |
2017
|
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Authors: | Ferreira, Diego ; Palma, Andreza Aparecida |
Published in: |
Journal of economic studies. - Bradford : Emerald, ISSN 0144-3585, ZDB-ID 127399-1. - Vol. 44.2017, 4, p. 506-517
|
Subject: | Latin America | Stochastic volatility | Inflation uncertainty | Time-varying parameter | Lateinamerika | Inflation | Volatilität | Volatility | Inflationserwartung | Inflation expectations | ARCH-Modell | ARCH model | Risiko | Risk | Schätzung | Estimation |
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