Inflation targeting under inflation uncertainty : multi-economy evidence from a stochastic volatility model
Year of publication: |
2022
|
---|---|
Authors: | Hartmann, Matthias ; Herwartz, Helmut ; Ulm, Maren |
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 |
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