Inflation uncertainty and real economic activities
Inflation uncertainty is shown to have highly significant negative correlations with real activities if the uncertainty is measured by a state-dependent conditional variance model. The results are consistent with those obtained from survey data and cross-country data.
Year of publication: |
1995
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Authors: | Lee, Kiseok ; Ni, Shawn |
Published in: |
Applied Economics Letters. - Taylor & Francis Journals, ISSN 1350-4851. - Vol. 2.1995, 11, p. 460-462
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Publisher: |
Taylor & Francis Journals |
Saved in:
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