This study examines the dynamic relationship between monthly inflation and inflation uncertainty in Japan, the US and … autoregressive conditional heteroskedasticity (GARCH) model to generate a measure of inflation uncertainty, the empirical evidence … from both the linear vector autoregressive (VAR) and nonparametric regression models show that higher inflation rates lead …

This paper investigates how the difference between firms' inflation expectations, measured by the loan amounts they … demand, and actual inflation affects their employment. In addition, it examines the relationship between firms' inflation … meets its expected labor demand if the firm has a rational expectation regarding inflation. On the other hand, the firm …