Fountas, S.; Ioannidis, A.; Karanasos, M. - In: Manchester School 72 (2004) 2, pp. 221-242
The relationship between inflation and inflation uncertainty is investigated in six European Union countries for the period 1960-99. Exponential generalized autoregressive conditional heteroscedasticity models are used to generate a measure of inflation uncertainty and then Granger methods are...
