Bidirectional linkage between inflation and inflation uncertainty : the case of Eastern European countries
Year of publication: |
2014
|
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Authors: | Živkov, Dejan ; Njegic, Jovan ; Pecanac, Marko |
Subject: | inflation | inflation uncertainty | GARCH | quantile regression | Eastern European countries | Inflation | Osteuropa | Eastern Europe | ARCH-Modell | ARCH model | Inflationserwartung | Inflation expectations | Risiko | Risk | Schätzung | Estimation |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.1080/1406099X.2014.993831 [DOI] hdl:10419/180075 [Handle] |
Classification: | C32 - Time-Series Models ; C51 - Model Construction and Estimation ; E31 - Price Level; Inflation; Deflation |
Source: | ECONIS - Online Catalogue of the ZBW |
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