Showing 1 - 9 of 9
Persistent link: https://www.econbiz.de/10001730076
Persistent link: https://www.econbiz.de/10002863158
Persistent link: https://www.econbiz.de/10001238215
The purpose of this paper is to assess the seasonal inflation uncertainties for a big open economy, the US, for the period from January 1947 to April 2008. The paper uses EGARCH model which includes volatility in the conditional mean equation capturing the short-term and long-term volatility...
Persistent link: https://www.econbiz.de/10013147094
Persistent link: https://www.econbiz.de/10011715166
Persistent link: https://www.econbiz.de/10011587476
Persistent link: https://www.econbiz.de/10012204262
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...
Persistent link: https://www.econbiz.de/10012915171
We investigate the effect of inflation uncertainty on inflation from January 1982 through March 2016 for Turkey by using the Stochastic Volatility in Mean model with time-varying parameters. Our empirical evidence from consumer price index (CPI) inflation suggests that the observed positive...
Persistent link: https://www.econbiz.de/10012915251