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). - Ankara : Econometric Research Association (ERA), ISSN 1308-8815. - Vol. 7.2015, 1, p. 34-50
|
Publisher: |
Ankara : Econometric Research Association (ERA) |
Subject: | Inflation | Inflation Uncertainty | Regime Switching Model |
Type of publication: | Article |
---|---|
Type of publication (narrower categories): | Article |
Language: | English |
Other identifiers: | 10.33818/ier.278039 [DOI] hdl:10419/238815 [Handle] RePEc:erh:journl:v:7:y:2015:i:1:p:34-50 [RePEc] |
Classification: | C22 - Time-Series Models ; E31 - Price Level; Inflation; Deflation |
Source: |
-
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 ...
-
Chowdhury, Kushal Banik, (2018)
-
Forecasting House Prices in the United States with Multiple Structural Breaks
Barari, Mahua, (2014)
-
Analyzing the trend in COVID-19 data: The structural break approach
Sarkar, Nityananda, (2022)
- More ...