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Modeling volatility spillovers between the variabilities of US inflation and output : the UECCC GARCH model
Conrad, Christian; Karanasos, Menelaos - 2008
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 output variability positively, while output variability has a negative … effect on inflation uncertainty. …
Persistent link: https://www.econbiz.de/10003770689
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Three essays in volatility change and private and government investment
Kim, Namsuk - 2005
Persistent link: https://www.econbiz.de/10003380232
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Monetary policy, oil shocks, and TFP : accounting for the decline in US volatility
Leduc, Sylvain; Sill, D. Keith - In: Review of economic dynamics 10 (2007) 4, pp. 595-614
Persistent link: https://www.econbiz.de/10003566004
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Expectations, learning, and business cycle fluctuations
Eusepi, Stefano; Preston, Bruce - In: The American economic review 101 (2011) 6, pp. 2844-2872
Persistent link: https://www.econbiz.de/10009378397
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Inflation dynamics and time-varying volatility : new evidence and an Ss interpretation
Vavra, Joseph S. - 2013
Persistent link: https://www.econbiz.de/10009766782
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Inflation dynamics and time-varying volatility : new evidence and an SS interpretation
Vavra, Joseph - In: The quarterly journal of economics 129 (2014) 1, pp. 215-258
Persistent link: https://www.econbiz.de/10010365099
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Has the Fed improved U.S. economic performance?
Hogan, Thomas L. - In: Journal of macroeconomics 43 (2015), pp. 257-266
Persistent link: https://www.econbiz.de/10011507108
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Interest rate uncertainty and economic fluctuations
Creal, Drew; Wu, Jing Cynthia - 2014
Persistent link: https://www.econbiz.de/10010431316
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The great moderation in the USA and across the world
Ćorić, Bruno; Muštra, Vinko - In: International journal of sustainable economy 6 (2014) 2, pp. 113-129
Persistent link: https://www.econbiz.de/10010409318
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Estimating the evolution of money's role in the US monetary business cycle
Castelnuovo, Efrem - In: Journal of money, credit and banking : JMCB 44 (2012) 1, pp. 23-52
Persistent link: https://www.econbiz.de/10009563648