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

Christofidēs, Loizos 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

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

Inflation Expectations and Inflation Uncertainty in the Eurozone : Evidence from Survey Data

Arnold, Ivo J. M. - 2013

This paper uses the European Commission's Consumer Survey to assess whether inflation expectations have converged and whether inflation uncertainty has diminished following the introduction of the Euro in Europe. Consumers' responses to the survey suggest that inflation expectations depend more...

Persistent link: https://www.econbiz.de/10012754359

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

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

Measuring Uncertainty Based on Rounding : New Method and Application to Inflation Expectations

Binder, Carola Conces - 2017

Although uncertainty plays an important role in economic decisionmaking, empirical measures of individuals' uncertainty are rare. The literature on cognition and communication documents that people use round numbers to convey uncertainty. This paper introduces a method of quantifying the...

Persistent link: https://www.econbiz.de/10012972054