Is the relationship between inflation and its volatility asymmetric? US evidence, 1800

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Is the relationship between inflation and its volatility asymmetric? US evidence, 1800–2016

Published:2017-11 Issue: Volume:16 Page:79-86
ISSN:1703-4949
Container-title:The Journal of Economic Asymmetries
language:en
Short-container-title:The Journal of Economic Asymmetries

Author:

Karras Georgios

Publisher

Elsevier BV

Subject

General Economics, Econometrics and Finance

Reference20 articles.

1. Why does high inflation raise inflation uncertainty?;Ball;Journal of Monetary Economics,1992

2. The case for four percent inflation;Ball;Central Bank Review,2013

3. Inflation and uncertainty at short and long horizons;Ball;Brookings Papers on Economic Activity,1990

4. Rethinking macroeconomic policy;Blanchard;Journal of Money, Credit, and Banking,2010

5. Are higher levels of inflation less Predictable? A state-dependent conditional heteroscedasticity approach;Brunner;Journal of Business and Economic Statistics,1993

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1. The scope and methodology of economic and financial asymmetries;The Journal of Economic Asymmetries;2023-06

2. Inflation Volatility in Indonesia Using ARIMA Model: Before and During COVID-19;Environmental, Social, and Governance Perspectives on Economic Development in Asia;2021-11-08

3. The negative side of inflation targeting: revisiting inflation uncertainty in the EMU;Applied Economics;2020-01-27

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