Berument, Hakan; Yalcin, Yeliz; Yildirim, Julide - In: Economic Modelling 26 (2009) 6, pp. 1201-1207
This paper investigates the effect of inflation uncertainty innovations on inflation over time by considering the monthly United States data for the time period 1976-2006. In order to investigate the effect of inflation uncertainty innovation on inflation, a Stochastic Volatility in Mean model...