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Understanding the dynamics of inflation volatility in Nigeria : a GARCH perspective

Omotosho, Babatunde S.; Doguwa, Sani I. - In: CBN journal of applied statistics 3 (2012) 2, pp. 51-74

The estimation of inflation volatility is important to Central Banks as it guides their policy initiatives for … Heteroscedasticity (GARCH) family with a view to providing a parsimonious approximation to the dynamics of Nigeria's inflation volatility … impact of inflation shocks on headline volatility die out rather quickly. Secondly, substantial evidence of asymmetric effect …

Persistent link: https://www.econbiz.de/10011476231

Inflation expectations, volatility and Covid-19 : evidence from the US inflation swap rates

Apergis, Emmanuel; Apergēs, Nikolaos - In: Applied economics letters 28 (2021) 15, pp. 1327-1331

Persistent link: https://www.econbiz.de/10012609663

Long-term foreign exchange risk premia and inflation risk

Daehwan, Kim; Moneta, Fabio - In: International review of financial analysis 78 (2021), pp. 1-12

Persistent link: https://www.econbiz.de/10013253471

Inflation-targeting and inflation volatility : international evidence from the cosine-squared cepstrum

Antonakakis, Nikolaos; Christou, Christina; Gil-Alaña, … - In: International economics : a journal published by CEPII … 167 (2021), pp. 29-38

Persistent link: https://www.econbiz.de/10013269231

Inflation volatility in Indonesia using ARIMA model : before and during COVID-19

Wahyudi, Setyo Tri; Nabella, Rihana Sofie; Sari, Kartika - 2022

Persistent link: https://www.econbiz.de/10013197497

Financial sector development and growth volatility : an international study

Xue, Wen-Jun - In: International review of economics & finance : IREF 70 (2020), pp. 67-88

Persistent link: https://www.econbiz.de/10012486769

Inflation volatility and inflation in the wake of the great recession

Çekin, Semih Emre; Valcarcel, Victor J. - In: Empirical economics : a journal of the Institute for … 59 (2020) 4, pp. 1997-2015

Persistent link: https://www.econbiz.de/10012304370

Estimating time-varying volatility in consumer prices in rwanda : application of GARCH models

Maniraguha, Faustin; Karangwa, Mathias; Mwenese, Bruno; … - In: BNR economic review (2019) 14, pp. 53-75

Persistent link: https://www.econbiz.de/10012312029

What drives inflation in advanced and emerging market economies?

Kamber, Güneş; Mohanty, M. S.; Morley, James C. - In: Inflation dynamics in Asia and the Pacific, (pp. 21-36). 2020

Persistent link: https://www.econbiz.de/10012250092

Inflation volatility effects on the allocation of bank loans

Caglayan, Mustafa; Xu, Bing - In: Journal of financial stability 24 (2016), pp. 27-39

Persistent link: https://www.econbiz.de/10011703868