Inflation uncertainty revisited : a proposal for robust measurement
Christian Grimme; Steffen R. Henzel; Elisabeth Wieland
| Year of publication: |
2014
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|---|---|
| Authors: | Grimme, Christian ; Henzel, Steffen ; Wieland, Elisabeth |
| Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 47.2014, 4, p. 1497-1523
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| Subject: | Inflation uncertainty | Inflation | Survey data | Stochastic volatility | GARCH | Principal component analysis | ARCH-Modell | ARCH model | Volatilität | Volatility | Inflationserwartung | Inflation expectations | Risiko | Risk | Inflationsrate | Inflation rate | Schätzung | Estimation | Messung | Measurement | Stochastischer Prozess | Stochastic process |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010462019