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Is the relationship between inflation and its uncertainty linear?

Karanasos, Menelaos; Schurer, Stefanie - In: German economic review 9 (2008) 3, pp. 265-286

Persistent link: https://www.econbiz.de/10003738778

Quantifying the risk of deflation

Kilian, Lutz; Manganelli, Simone - In: Journal of money, credit and banking : JMCB 39 (2007) 2/3, pp. 561-590

Persistent link: https://www.econbiz.de/10003469718

Is the relationship between inflation and its uncertainty linear?

Karanasos, Menelaos (contributor); … - 2007

Persistent link: https://www.econbiz.de/10003525306

Inflationsrisiken von Aktien, Bonds und indirekten Immobilienanlagen

Maurer, Raimond; Sebastian, Steffen - In: Kredit und Kapital 35 (2002) 2, pp. 242-279

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Inflation risk analysis of European real estate securities

Maurer, Raimond; Sebastian, Steffen P. - In: The journal of real estate research 24 (2002) 1, pp. 47-77

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Is the Relationship between Inflation and its Uncertainty Linear?

Karanasos, Menelaos - 2007

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

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