Causal relationships between inflation and inflation uncertainty
William A. Barnett, Fredj Jawadi and Zied Ftiti
| Year of publication: |
2020
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|---|---|
| Authors: | Barnett, William A. ; Jawadi, Fredj ; Ftiti, Zied |
| Published in: |
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet. - Berlin : De Gruyter, ISSN 1558-3708, ZDB-ID 1385261-9. - Vol. 24.2020, 5, p. 1-26
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| Subject: | frequency approach | inflation | inflation uncertainty | output growth | semi-parametric approach | stochastic volatility | wavelet | Inflation | Inflationserwartung | Inflation expectations | ARCH-Modell | ARCH model | Risiko | Risk | Schätzung | Estimation | Volatilität | Volatility | Bruttoinlandsprodukt | Gross domestic product | Kausalanalyse | Causality analysis | Nichtparametrisches Verfahren | Nonparametric statistics | Wirtschaftswachstum | Economic growth | Inflationsrate | Inflation rate | Theorie | Theory |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1515/snde-2019-0094 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012406029