Jha, Raghbendra; Kulkarni, Varsha S. - Crawford School of Public Policy, Australian National … - 2012
This paper amends the New Keynesian Phillips curve model to include inflation volatility and tests the determinants of … such volatility for India. It provides results on the determinants of inflation volatility and expected inflation … volatility for OLS and ARDL (1,1) models and for change in inflation volatility and change in expected inflation volatility using …