On the Nonlinear Causality Between Inflation and Inflation Uncertainty in the G3 Countries
Author:
Affiliation:
1. Eastern Mediterranean University
2. Gazi University
3. University of New Haven
Publisher
Informa UK Limited
Subject
General Economics, Econometrics and Finance
Link
https://www.tandfonline.com/doi/pdf/10.1016/S1514-0326%2811%2960015-9
Reference37 articles.
1. Fractionally integrated generalized autoregressive conditional heteroskedasticity
2. Why does high inflation raise inflation uncertainty?
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4. The Impact of Inflation Uncertainty on Interest Rates in the UK
5. Inflation and inflation uncertainty in the G-7 countries
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