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A GARCH model of inflation and inflation uncertainty with simultaneous feedback

Fountas, Stilianos; Karanasos, Menelaos; Karanassou, Marika - 2000

Persistent link: https://www.econbiz.de/10001488602

A GARCH model of inflation and inflation uncertainty with simultaneous feedback

Fountas, Stilianos; Karanasos, Menelaos; Karanassou, Marika - 2000

Persistent link: https://www.econbiz.de/10001520927

Is the relationship between inflation and its uncertainty linear?

Karanasos, Menelaos; Schurer, Stefanie - In: German economic review 9 (2008) 3, pp. 265-286

Persistent link: https://www.econbiz.de/10003738778

Modeling volatility spillovers between the variabilities of US inflation and output : the UECCC GARCH model

Conrad, Christian; Karanasos, Menelaos - 2008

This paper employs the unrestricted extended constant conditional correlation GARCH specification proposed in Conrad and Karanasos (2008) to examine the intertemporal relationship between the uncertainties of inflation and output growth in the US. We find that inflation uncertainty effects...

Persistent link: https://www.econbiz.de/10003770689

Inflation uncertainty, output growth uncertainty and macroeconomic performance

Fountas, Stilianos; Karanasos, Menelaos; Kim, Jinki - In: Oxford bulletin of economics and statistics 68 (2006) 3, pp. 319-343

Persistent link: https://www.econbiz.de/10003327357

The relationship between economic growth and real uncertainty in the G3

Fountas, Stilianos; Karanasos, Menelaos - In: Economic modelling 23 (2006) 4, pp. 638-647

Persistent link: https://www.econbiz.de/10003353913

Dual long memory in flation dynamics across countries of the Euro area and the link between inflation uncertainty and macroeconomic performance

Conrad, Christian (contributor); … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 9 (2005) 4, pp. 1-36

Persistent link: https://www.econbiz.de/10003284319

Inflation, output growth, and nominal and real uncertainty : empirical evidence for the G7

Fountas, Stilianos; Karanasos, Menelaos - In: Journal of international money and finance 26 (2007) 2, pp. 229-250

Persistent link: https://www.econbiz.de/10003429334

Is the relationship between inflation and its uncertainty linear?

Karanasos, Menelaos (contributor); … - 2007

Persistent link: https://www.econbiz.de/10003525306

Modeling the link between US inflation and output : the importance of the uncertainty channel

Conrad, Christian; Karanasos, Menelaos - 2010

This paper employs an augmented version of the UECCC GARCH specification proposed in Conrad and Karanasos (2010) which allows for lagged in-mean effects, level effects as well as asymmetries in the conditional variances. In this unified framework we examine the twelve potential intertemporal...

Persistent link: https://www.econbiz.de/10008758143