Inflation-targeting and inflation volatility : international evidence from the cosine-squared cepstrum
Nikolaos Antonakakis, Christina Christou, Luis A. Gil-Alana, Rangan Gupta
| Year of publication: |
2021
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| Authors: | Antonakakis, Nikolaos ; Christou, Christina ; Gil-Alaña, Luis A. ; Gupta, Rangan |
| Published in: |
International economics : a journal published by CEPII (Center for research and expertise on the world economy). - [Amsterdam] : Elsevier, ISSN 1240-8093, ZDB-ID 1232628-8. - Vol. 167.2021, p. 29-38
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| Subject: | Cosine-squared cepstrum | Inflation-targeting | Inflation volatility | Inflation | Volatilität | Volatility | Inflationssteuerung | Inflation targeting | Schätzung | Estimation | ARCH-Modell | ARCH model | Welt | World | Großbritannien | United Kingdom |
| Description of contents: | Description [doi.org] |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Erratum enthalten in: Volume 176, December 2023, Seite 1-4 |
| Other identifiers: | 10.1016/j.inteco.2021.05.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013269231