inflation uncertainty are less vulnerable to a price shock of a given magnitude. The micro predictions of the model are tested …

This paper estimates a time-varying AR-GARCH model of inflation producing measures of inflation uncertainty for the … inflation uncertainty have declined steadily since the inception of EMU, whilst short-run uncertainty has increased, mainly … inflation uncertainty by lowering the inflation rate. …

This paper estimates a time-varying AR-GARCH model of inflation producing measures of inflation uncertainty for the … inflation uncertainty have declined steadily since the inception of EMU, whilst short-run uncertainty has increased, mainly … inflation uncertainty by lowering the inflation rate. …

This paper estimates a time-varying AR-GARCH model of inflation producing measures of inflation uncertainty for the … inflation uncertainty have declined steadily since the inception of EMU, whilst short-run uncertainty has increased, mainly … inflation uncertainty by lowering the inflation rate. …

series perspective. More specifically, we investigate how dollarization effects inflation, GDP, inflation uncertainty and … prices and increase in the equity markets of emerging economies. Third, inflation uncertainty measured by inflation variance …

We study the impact of the introduction of the European Monetary Union on inflation uncertainty. Two groups of … status quo. We find that the monetary unification provides a significant payoff in terms of lower inflation uncertainty in … comparison with the OECD. Regarding the difficulty of quantifying the latent inflation uncertainty, results are found to be …

This paper aims to investigate the relationship between inflation and inflation uncertainty in the Turkish economy by … inflation uncertainty, and dealing with the information content of this relationship, the conditional variance of inflation … inflation uncertainty reveals that inflation Granger- causes, or in other words, precedes inflation uncertainty, but no clear …

This paper estimates a time-varying AR-GARCH model of inflation producing measures of inflation uncertainty for the … inflation uncertainty have declined steadily since the inception of EMU, whilst short-run uncertainty has increased, mainly … inflation uncertainty by lowering the inflation rate. …