Time–frequency relationship between US inflation and inflation uncertainty: evidence from historical data
Author:
Affiliation:
1. Politehnica University of Timisoara
2. Montpellier Business School
3. University of Nevada
4. University of Pretoria
Publisher
Wiley
Subject
Economics and Econometrics,Sociology and Political Science
Link
https://onlinelibrary.wiley.com/doi/pdf/10.1111/sjpe.12207
Reference60 articles.
1. Analysing inflation by the fractionally integrated ARFIMA-GARCH model
2. Asymmetric and Time-Varying Causality between Inflation and Inflation Uncertainty in G-7 Countries
3. On the Nonlinear Causality Between Inflation and Inflation Uncertainty in the G3 Countries
4. Why does high inflation raise inflation uncertainty?
5. Barerro J.M. Bloom N.andWright I.(2017).Short and long run uncertainty. NBER Working Paper no. 23676.
Cited by 8 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. Expected inflation and interest-rate dynamics in the COVID era: evidence from the time–frequency domain;Empirica;2024-04-05
2. Inflation, Inflation Uncertainty and Fuel Prices in the EU;ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH;2022-06-20
3. The complex relationship between inflation and equity returns;Journal of Economic Studies;2021-01-14
4. Causal relationships between inflation and inflation uncertainty;Studies in Nonlinear Dynamics & Econometrics;2020-08-28
5. Inflation, uncertainty, and labour market conditions in the US;Applied Economics;2020-06-03
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3