In this paper, the preceding / causal relationships between inflation and inflation uncertainty have been tried to be … inflationary shocks are associated with statistically significant and quantitatively larger levels of inflation uncertainty than … are negative shocks. Our estimation results indicate that inflation in fact leads to inflation uncertainty in line with …

This study analyzes long-term relation between inflation and relative price variability in Turkey. Vector …:1-2008:12. Findings obtained from VARMA models show that there is a strong positive relationship in the long-term between inflation and …

to their increase, an unanticipated hike in policy rate has no impact on them. The impact on inflation is also symmetric … neutral to components of aggregate demand and, thus, on inflation, ranging from 6.25 per cent to 7.0 per cent. …

asymmetric effects on inflation in Costa Rica during the period 1991-2009. Three basic questions are tried to be answered: Is … the relative size of the impact on inflation of a given shock on the exchange rate? Among many variables, it is found that …

We analyze the causal effects of real and nominal macroeconomic uncertainty on inflation and output growth by … inflation uncertainty diminishes growth rates, mainly at a high-inflation regime. Finally, real uncertainty has mixed effects on … average inflation, while the effect of nominal uncertainty is typically positive, especially so during inflationary periods …

This paper challenges previous empirical evidence on output-inflation trade-off described in the hybrid New Keynesian … backward-looking inflation components, in the Czech Republic for the periods 2000Q1 - 2012Q4 using Kalman filtration. My … findings come to surprising conclusions that (i) output gap has a (statistically) significant impact on Czech inflation …

In this study, the causal relationships between inflation, output growth and uncertainty have been re-examined for the … period with monthly data, the mutual Granger causality between inflation and inflation uncertainty cannot be rejected in a … lower the output growth uncertainty. Some evidence have also been obtained in favor of that an increase in inflation …

on the PPI seems to be useful to improve forecasts of CPI inflation. In particular, CPI inflation responds significantly …

index of monetary conditions; dynamic forecasts of inflation; and the relation between inflation and the output gap …