The dynamics between inflation and inflation uncertainty : evidence from India
Year of publication: |
2016
|
---|---|
Authors: | Balaji, B. ; Durai, S. Raja Sethu ; Ramachandran, M. |
Published in: |
Journal of quantitative economics. - [New Delhi] : Springer India, ISSN 2364-1045, ZDB-ID 2842078-0. - Vol. 14.2016, 1, p. 1-14
|
Subject: | Inflation | Inflation uncertainty | GARCH models | Stochastic Volatility models | Multiple structural breaks | ARCH-Modell | ARCH model | Strukturbruch | Structural break | Indien | India | Inflationserwartung | Inflation expectations | Volatilität | Volatility | Risiko | Risk | Stochastischer Prozess | Stochastic process | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis |
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