Inflation targeting under inflation uncertainty : multi-economy evidence from a stochastic volatility model
Matthias Hartmann, Helmut Herwartz and Maren Ulm
| Year of publication: |
2022
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| Authors: | Hartmann, Matthias ; Herwartz, Helmut ; Ulm, Maren |
| Published in: |
Macroeconomic dynamics. - Cambridge : Cambridge Univ. Press, ISSN 1469-8056, ZDB-ID 1501533-6. - Vol. 26.2022, 5, p. 1302-1337
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| Subject: | Identification through Heteroscedasticity | Inflation Targeting | Inflation Uncertainty | Stochastic Volatility | Inflationssteuerung | Inflation targeting | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Theorie | Theory | ARCH-Modell | ARCH model | Inflation | Inflationserwartung | Inflation expectations | Risiko | Risk | Geldpolitik | Monetary policy | Schätzung | Estimation |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/S1365100520000565 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013270236