The Effect of Inflation on Inflation Uncertainty in the G7 Countries: A Double Threshold GARCH Model
Year of publication: |
2015
|
---|---|
Authors: | Chowdhury, Kushal Banik ; Sarkar, Nityananda |
Published in: |
International Econometric Review (IER). - Ekonometrik Araştırmalar Derneği, ISSN 1308-8815. - Vol. 7.2015, 1, p. 34-50
|
Publisher: |
Ekonometrik Araştırmalar Derneği |
Subject: | Inflation | Inflation Uncertainty | Regime Switching Model |
-
The Effect of Inflation on Inflation Uncertainty in the G7 Countries: A Double Threshold GARCH Model
Chowdhury, Kushal Banik, (2015)
-
Inflation and inflation uncertainty in the euro area
Caporale, Guglielmo Maria, (2010)
-
Inflation and inflation uncertainty in the Euro Area
Caporale, Guglielmo Maria, (2009)
- More ...
-
REGIME DEPENDENT EFFECT OF OUTPUT GROWTH ON OUTPUT GROWTH UNCERTAINTY : EVIDENCE FROM OECD COUNTRIES
Chowdhury, Kushal Banik, (2018)
-
Chowdhury, Kushal Banik, (2018)
-
Forecasting House Prices in the United States with Multiple Structural Breaks
Barari, Mahua, (2014)
- More ...