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This study examines the dynamic relationship between monthly inflation and inflation uncertainty in Japan, the US and … autoregressive conditional heteroskedasticity (GARCH) model to generate a measure of inflation uncertainty, the empirical evidence … to greater inflation uncertainty for all countries as predicted by Friedman (1977). Although VAR estimates imply no …
Persistent link: https://www.econbiz.de/10014175586
This paper examines the relationship between inflation and inflation uncertainty for Greece between 1981 and 2008 …. Univariate GARCH models are used to generate alternative measures of inflation uncertainty using both seasonally-adjusted and …. The results suggest that causality runs from inflation to inflation uncertainty while the sign of this effect is positive …
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"The paper evaluates the effects of privatization in the post-communist economies and China. In post-communist economies privatization to foreign owners results in a rapid improvement in performance of firms, while performance effects of privatization to domestic owners are less impressive and...
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