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Persistent link: https://www.econbiz.de/10012436527

DOES THE MAGNITUDE OF THE EFFECT OF INFLATION UNCERTAINTY ON OUTPUT GROWTH DEPEND ON THE LEVEL OF INFLATION?

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Four types of tail dependence structures between U.S. dollar index and S&P 500 stock returns : 1990-2019

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DOES THE MAGNITUDE OF THE EFFECT OF INFLATION UNCERTAINTY ON OUTPUT GROWTH DEPEND ON THE LEVEL OF INFLATION?

CHANG, KUANG-LIANG; HE, CHI-WEI - In: Manchester School 78 (2010) 2, pp. 126-148

A bivariate Markov regime switching model is employed to verify whether the relationship between inflation and inflation uncertainty, or the negative effects of inflation and inflation uncertainty on output growth, vary with the level of inflation. Inflation and inflation uncertainty are...

Persistent link: https://www.econbiz.de/10008473107