Berument, M. Hakan; Yalcin, Yeliz; Yildirim, Julide - In: Physica A: Statistical Mechanics and its Applications 391 (2012) 20, pp. 4816-4826
This paper aims to investigate the direct relationship between inflation and inflation uncertainty by employing a dynamic method for the monthly country–region–place United States data for the time period 1976–2007. While the bulk of previous studies has employed GARCH models in...
