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

Christofides, Louis N.; Peng, Chen - 2021

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/10013319849

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

Christofidēs, Loizos N.; Peng, Chen - 2003

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

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

Inflation and inflation uncertainty in Nigeria : a test of the Friedman's hypothesis

Bamanga, Muhammad A.; Musa, Umar; Salihu, Audu; … - In: CBN journal of applied statistics 7 (2016) 1, pp. 147-169

This paper examines the relationship between inflation and inflation uncertainty in Nigeria. It attempts to test whether the Friedman's hypothesis - that a rise in the average rate of inflation leads to more uncertainty about future rate of inflation - holds for the country. The monthly...

Persistent link: https://www.econbiz.de/10011489799

On the Nonlinear Causality between Inflation and Inflation Uncertainty in the G3 Countries

Balcilar, Mehmet - 2012

This study examines the dynamic relationship between monthly inflation and inflation uncertainty in Japan, the US and the UK by employing linear and nonlinear Granger causality tests for the 1957:01-2006:10 period. Using a generalised autoregressive conditional heteroskedasticity (GARCH) model...

Persistent link: https://www.econbiz.de/10013106168

Is the Relationship between Inflation and its Uncertainty Linear?

Karanasos, Menelaos - 2007

We use parametric power ARCH models of the conditional variance of inflation to model the relationship between inflation and its uncertainty using monthly data for Germany, the Netherlands and Sweden over a period ranging from 1962 to 2004. For all three countries inflation significantly raises...

Persistent link: https://www.econbiz.de/10012729754

Measuring Inflation Expectations Uncertainty Using High-Frequency Data

Chan, Joshua - 2017

Inflation expectations play a key role in determining future economic outcomes. The associated uncertainty provides a direct gauge of how well-anchored the inflation expectations are. We construct a model-based measure of inflation expectations uncertainty by augmenting a standard unobserved...

Persistent link: https://www.econbiz.de/10012945524

Time-Frequency Relationship between Inflation and Inflation Uncertainty for the U.S : Evidence from Historical Data

Albulescu, Claudiu - 2016

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. (2013), and we compare the results with the Stock...

Persistent link: https://www.econbiz.de/10012986078

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