SURVEY vs ARCH MEASURES OF INFLATION UNCERTAINTY*
Author:
Publisher
Wiley
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Social Sciences (miscellaneous),Statistics and Probability
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1468-0084.1993.mp55003005.x/fullpdf
Reference17 articles.
1. ‘The Fisher Hypothesis and the Forecastability of Inflation’;Barsky;Journal of Monetary Economics,1987
2. Batchelor , Roy 1991 Variance Rationality: A Direct Test
3. ‘Generalized Autoregressive Conditional Heteroscedasticity’;Bollerslev;Journal of Econometrics,1986
4. ‘Estimates of the Variance of US Inflation based upon the ARCH Model: A Comment’;Cosimano;Journal of Money, Credit and Banking,1988
5. ‘Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation’;Engle;Econometrica,1982
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2. What does forecaster disagreement tell us about the state of the economy?;Applied Economics Letters;2020-02-20
3. Inflation uncertainty revisited: a proposal for robust measurement;Empirical Economics;2014-01-23
4. Measuring forecast uncertainty by disagreement: The missing link;Journal of Applied Econometrics;2010-03-01
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