Inflation dynamics and persistence : the importance of the uncertainty channel
Year of publication: |
2024
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Authors: | Canepa, Alessandra |
Published in: |
The North American journal of economics and finance : a journal of theory and practice. - Amsterdam [u.a.] : Elsevier Science, ISSN 1062-9408, ZDB-ID 2023759-5. - Vol. 72.2024, Art.-No. 102135, p. 1-16
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Subject: | Conditional heteroscedasticity | GARCH-in-mean | Inflation persistence | Unit root tests | Inflation | Einheitswurzeltest | Unit root test | Theorie | Theory | ARCH-Modell | ARCH model | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis | Inflationsrate | Inflation rate | Phillips-Kurve | Phillips curve | Heteroskedastizität | Heteroscedasticity | Geldpolitik | Monetary policy |
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