Similar Search Results

Contract duration and indexation in a period of real and nominal uncertainty

Christofidēs, Loizos N.; Peng, Chen - 2003

determinants of key provisions of contracts such as their duration and indexation clauses. Econometric techniques, which account … for the interaction between duration and indexation, as well as the latent nature of the elasticity of indexation are used … as exceptionally low inflation and substantial fluctuations in nominal and real uncertainty, is used to study the …

Persistent link: https://www.econbiz.de/10001804284

Contract Duration and Indexation in a Period of Real and Nominal Uncertainty

Christofidēs, Loizos N.; Peng, Chen - 2021

Persistent link: https://www.econbiz.de/10013319849

Contract duration and indexation in a period of real and nominal uncertainty

Christofidēs, Loizos N.; Peng, Chen - In: Labour economics : official journal of the European … 13 (2006) 1, pp. 61-86

Persistent link: https://www.econbiz.de/10003251492

Uncertainty and Labor Contract Durations

Tracy, Joseph S. - 2006

uncertainty over the period 1970 to 1995. We construct measures of inflation uncertainty as well as aggregate nominal and real …

Persistent link: https://www.econbiz.de/10012735717

Does Inflation Uncertainty Vary with the Level of Inflation?

Crawford, Allan; Kasumovich, Marcel - 1998

Canada: a simple autoregressive model and a reduced-form Phillips-curve model. Our findings concerning the link between …

Persistent link: https://www.econbiz.de/10014063976

The Linkages between Inflation and Inflation Uncertainty in Selected Asian Economies : Evidence from Quantile Regression

Jiranyakul, Komain - 2020

Using monthly data from 1979M1 to 2019M12, this paper employs the AR(p)-EGARCH model and quantile regression to examine the linkages between inflation and inflation uncertainty in nine Asian countries. The results show that inflation positively causes inflation uncertainty in all economies...

Persistent link: https://www.econbiz.de/10014098829

Relationship Between Inflation and Inflation Uncertainty in Vietnam : Empirical Research and Policy Recommendations

Hoai, Nguyen - 2015

The study investigates the causal relationship between inflation and inflation uncertainty in Vietnam over the period 1995-2010. Inflation uncertainty is modeled by both symmetric model (GARCH(1,1)) and asymmetric models (TARCH(1,1), PARCH(1,1), EGARCH(1,1)). Based on three information criteria...

Persistent link: https://www.econbiz.de/10013032420

Inflation and Inflation Uncertainty for Turkey : A Dynamic Framework

Berument, Hakan - 2018

This article assesses the interaction between inflation and inflation uncertainty in a dynamic framework for Turkey by using monthly data for the time period 1984–2009. The bulk of previous studies investigating the link between inflation and inflation uncertainty employ Autoregressive...

Persistent link: https://www.econbiz.de/10012915167

The macroeconomic effects of inflation uncertainty

Metiu, Norbert; Prieto, Esteban - 2023

The uncertainty of U.S. core inflation, measured by the stochastic volatility of forecast errors, has soared to a level not seen in nearly five decades since the COVID-19 pandemic hit the global economy. Prices, consumption, and production increase after a positive shock to core inflation...

Persistent link: https://www.econbiz.de/10014436184

Bidirectional linkage between inflation and inflation uncertainty : the case of Eastern European countries

Živkov, Dejan; Njegic, Jovan; Pecanac, Marko - In: Baltic journal of economics 14 (2014) 1/2, pp. 124-139

inflation uncertainty, the unconditional quantile regression estimation technique has been applied because of its robustness to …

Persistent link: https://www.econbiz.de/10011890489