We provide new evidence on the relationship between inflation and its uncertainty in the U.S. on an historical basis …, covering the period 1775-2014. First, we use a bounded approach for measuring inflation uncertainty, as proposed by Chan et al … inflation and its uncertainty that varies across time and frequency. First, we show that in the medium- and long-runs, the …

/implications – The study reveals that CPI is a leading indicator of producers' prices and inflation (i.e. WPI). This gives an indication …

This study examines the linkage between fiscal deficit and inflation in India. The main objective of this study is to … affect the status of fiscal deficit. The study finds that inflation is not at all cause of fiscal deficit. However …

We examine the relationship between two inflation indices, consumer price index (CPI) and producer price index (PPI …) for Mexico, a case study country which has successfully implemented inflation targeting after the economic crisis and high … inflationary situation in 1995. Since the causality running from PPI to CPI exemplifies the cost push nature of inflation and the …

The nexus between stock return and inflation is assessed for Pakistan using the methodology of frequency based … the frequency based causality suggests interdependence of stock return and inflation. Our deeper investigation using the … dependency between stock returns and inflation over certain time periods; especially for lower time scales. For higher time …

In this paper, the stock price-inflation nexus is investigated using the tools of wavelet power spectrum, cross … inflation. Our results suggest that for a frequency band between sixteen and thirty two months, there is some evidence of the … stock prices have not played any role as an inflation hedge. …

This paper explores the relationship between inflation expectations and gold returns of monthly and annual maturities … provide evidence for the validity of the expected inflation effect hypothesis in Turkey. The ordinary least squares results …, on the other hand, show that the ongoing COVID-19 pandemic is the most prominent factor in the movement of inflation and …