Showing 1 - 7 of 7
Persistent link: https://www.econbiz.de/10003949270
Persistent link: https://www.econbiz.de/10009127579
Persistent link: https://www.econbiz.de/10003730270
This paper estimates a time-varying AR-GARCH model of inflation producing measures of inflation uncertainty for the euro area, and investigates their linkages in a VAR framework, also allowing for the possible impact of the policy regime change associated with the start of EMU in 1999. The main...
Persistent link: https://www.econbiz.de/10003993972
Persistent link: https://www.econbiz.de/10003996337
Persistent link: https://www.econbiz.de/10010516528
Persistent link: https://www.econbiz.de/10003751560