Grimme, Christian; Henzel, Steffen; Wieland, Elisabeth - In: Empirical Economics 47 (2014) 4, pp. 1497-1523
Any measure of unobserved inflation uncertainty relies on specific assumptions which are most likely not fulfilled … indicator for inflation uncertainty. Moreover, our results suggest that using only one individual disagreement measure may be … that higher inflation is followed by higher uncertainty. By contrast, we obtain contradictory results for the individual …