Does inflation uncertainty increase with the level of inflation?
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference21 articles.
1. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation;Engle;Econometrica,1982
2. Estimates of the variance of U.S. inflation based upon the ARCH model;Engle;Journal of Money, Credit and Banking,1983
3. The variability of inflation;Foster;Review of Economics and Statistics,1979
4. The formation of inflationary expectations;Figlewski;Review of Economics and Statistics,1981
5. Nobel lecture: Inflation and unemployment;Friedman;Journal of Political Economy,1977
Cited by 3 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献
1. Threshold Effects in the Relationship Between Inflation and Growth;IMF Working Papers;2000
2. The level and uncertainty of inflation: results from OECD forecasts;Economic Inquiry;2000-01
3. Inflation, Uncertainty, and Growth in Colombia;IMF Working Papers;1998
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