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Causal relationships between inflation and inflation uncertainty
Barnett, William A.; Jawadi, Fredj; Ftiti, Zied - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 24 (2020) 5, pp. 1-26
Persistent link: https://www.econbiz.de/10012406029
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Causal relationships between inflation and inflation uncertainty
Barnett, William A.; Jawadi, Fredj; Ftiti, Zied - 2020
Persistent link: https://www.econbiz.de/10012312754
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Regime changes in uncertainty channel between inflation and output growth
Chung, Sang-Kuck - In: Journal of economic research 25 (2020) 2, pp. 125-154
Persistent link: https://www.econbiz.de/10013454631
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Does economic policy uncertainty affect cryptocurrency markets? : evidence from Twitter-based uncertainty measures
Wu, Wanshan; Tiwari, Aviral Kumar; Gozgor, Giray; … - In: Research in international business and finance 58 (2021), pp. 1-14
Persistent link: https://www.econbiz.de/10013286535
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The international transmission of volatility shocks on an emerging economy : the case of Malaysia
Shah, Said Zamin; Baharumshah, Ahmad Zubaidi; Rusmawati Said - In: Malaysian journal of economic studies 56 (2019) 2, pp. 243-265
Persistent link: https://www.econbiz.de/10012320496
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A re-examination of growth and growth uncertainty relationship in a stochastic volatility in the mean model with time-varying parameters
Balcilar, Mehmet; Ozdemir, Zeynel Abidin - In: Empirica : journal of european economics 47 (2020) 3, pp. 611-641
Persistent link: https://www.econbiz.de/10012289234
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Taxonomy of global risk, uncertainty, and volatility measures
Datta, Deepa Dhume; Londono, Juan M.; Sun, Bo; Beltran, … - 2017
A large number of measures for monitoring risk and uncertainty surrounding macroeconomic and financial outcomes have … researchers in their analyses. However, risk and uncertainty measures differ across multiple dimensions, including the method of … calculated. Therefore, in this paper, we review the literature on global risk, uncertainty, and volatility measures drawing on …
Persistent link: https://www.econbiz.de/10011780277
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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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Impact of policy uncertainty on gold price in India : evidence from multi commodity exchange (MCX) India and World Gold Council prices
Shaikh, Imlak; Vallabh, Priyanka - In: Applied economics 56 (2024) 32, pp. 3837-3855
Persistent link: https://www.econbiz.de/10014529076
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The asymmetric impact of economic policy and oil price uncertainty on inflation : evidence from developed and emerging economies
Anderl, Christina; Caporale, Guglielmo Maria - 2023
, especially negative ones, have a stronger impact on inflation than OPU ones and capture some of the monetary policy uncertainty …This paper examines the asymmetric impact of economic policy uncertainty (EPU) and oil price uncertainty (OPU) on … inflation by using a Nonlinear ARDL (NARDL) model, which is compared to a benchmark linear ARDL one. Using monthly data from the …
Persistent link: https://www.econbiz.de/10013543029