How does inflation determine inflation uncertainty? A Chinese perspective-Reference-Cited by-同舟云学术

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How does inflation determine inflation uncertainty? A Chinese perspective

Published:2016-04-11 Issue:3 Volume:51 Page:1417-1434
ISSN:0033-5177
Container-title:Quality & Quantity
language:en
Short-container-title:Qual Quant

Author:

Su Chi-Wei,Yu Hui,Chang Hsu-Ling,Li Xiao-Lin

Funder

National Social Science Foundation

Ministry of Education’s Humanities and Social Science Research Project

Publisher

Springer Science and Business Media LLC

Subject

General Social Sciences,Statistics and Probability

Link

http://link.springer.com/article/10.1007/s11135-016-0341-2/fulltext.html

Reference91 articles.

1. Andrews, K.: Tests for parameter instability and structural change with unknown change point. Econometrica 61, 821–856 (1993)

2. Andrews, K., Ploberger, W.: Optimal tests when a nuisance parameter is present only under the alternative. Econometrica 62, 1383–1414 (1994)

3. Baillie, R., Chung, C., Tiesau, M.: Analyzing inflation by the fractionally integrated ARFIMA-GARCH model. J. Appl. Econom. 11, 23–40 (1996)

4. Ball, L.: Why does high inflation raise inflation uncertainty? J. Monet. Econ. 29, 371–388 (1992)

5. Balcilar, M., Ozdemir, A., Arslanturk, Y.: Economic growth and energy consumption causal nexus viewed through a bootstrap rolling window. Energy Econ. 32, 1398–1410 (2010)

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