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Inflation, interest rate, and firm efficiency : the impact of policy uncertainty
Tarkom, Augustine; Ujah, Nacasius U. - In: Journal of international money and finance 131 (2023), pp. 1-17
Persistent link: https://www.econbiz.de/10014248826
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On the asymmetric U-shaped relationship between inflation, inflation uncertainty, and relative price skewness in the UK
Chaudhuri, Kausik; Greenwood-Nimmo, Matthew; Kim, Minjoo; … - In: Journal of money, credit and banking : JMCB 45 (2013) 7, pp. 1431-1449
Persistent link: https://www.econbiz.de/10010197456
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Sources of inflation uncertainty and real economic activity
Wu, Jyh-lin; Chen, Show-lin; Lee, Hsiu-yun - In: Journal of macroeconomics 25 (2003) 3, pp. 397-409
Persistent link: https://www.econbiz.de/10001790678
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Uncertainty, risk, and price-setting: evidence from CPI microdata
Canales, Mario; Lopez-Martin, Bernabe - 2021
Persistent link: https://www.econbiz.de/10012514052
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A GARCH Model of Inflation and Inflation Uncertainty with Simultaneous Feedback
Fountas, Stilianos; Karanasos, Menelaos; Karanassou, Marika - 2001
We examine the relationship between inflation and inflation uncertainty using a GARCH model that allows for … simultaneous feedback between the conditional mean and variance of inflation. We also derive a number of theoretical econometric … results and illustrate the relevance of these results with an empirical example of the US monthly inflation process. Our …
Persistent link: https://www.econbiz.de/10014151847
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Firming up price inflation
Bunn, Philip; Anayi, Lena; Bloom, Nicholas; Mizen, Paul; … - 2022
Persistent link: https://www.econbiz.de/10013391151
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A survey of alternative measures of macroeconomic uncertainty : which measures forecast real variables and explain fluctuations in asset volatilities better?
David, Alexander; Veronesi, Pietro - In: Annual review of financial economics 14 (2022), pp. 439-463
Persistent link: https://www.econbiz.de/10013461169
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Measures of inflation uncertainty : a cautionary note
Batchelor, Roy; Dua, Pami - 1990
Persistent link: https://www.econbiz.de/10000137951
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Inflation uncertainty revisited : do different measures disagree?
Grimme, Christian; Henzel, Steffen; Wieland, Elisabeth - 2011
Persistent link: https://www.econbiz.de/10009312118
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Measuring macroeconomic uncertainty : US inflation and output growth
Clements, Michael P.; Galvão, Ana Beatriz C. - 2014
We find that model estimates of the term structure of ex ante or perceived macro uncertainty are more in line with realized uncertainty than survey respondents perceptions for both in flation and output growth. Survey estimates contain short-term variation in short-horizon uncertainty which is...
Persistent link: https://www.econbiz.de/10010532235