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Does Inflation Uncertainty Vary with the Level of Inflation? · Study

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PreprintDoes Inflation Uncertainty Vary with the Level of Inflation?

Allan Crawford1998

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Preprintgreen1998

Does Inflation Uncertainty Vary with the Level of Inflation?

Allan Crawford · Marcel Kasumovich

34 citations·0/0 files stored·SSRN Electronic Journal

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Monetary Policy and Economic Impact Financial Risk and Volatility Modeling Market Dynamics and Volatility

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References

1986Generalized autoregressive conditional heteroskedasticity 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation 1991Conditional Heteroskedasticity in Asset Returns: A New Approach 1993Measuring and Testing the Impact of News on Volatility 1977Nobel Lecture: Inflation and Unemployment 1992Why does high inflation raise inflation uncertainty?1983Estimates of the Variance of U. S. Inflation Based upon the ARCH Model 1987Consensus and Uncertainty in Economic Prediction

Cited by

1999Determinación del nivel de precios y la dinámica inflacionaria en México 2014Inflation volatility: an Asian perspective 2008Inflation and inflation uncertainty in Turkey 2021Real Return Bonds, Inflation Expectations, and the Break-Even Inflation Rate 2010Asymmetric Behavior of Inflation Uncertainty and Friedman-Ball Hypothesis: Evidence from Pakistan 2007PRICE STABILITY AND THE ECB'S MONETARY POLICY STRATEGY*

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Details

Year1998

Typepreprint

Published1998-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations34

Files0 public / 0

ShelfMonetary Policy and Economic Impact

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doi10.2139/ssrn.75354

openalex_workW1528611660

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2021Inflation and Relative Price Dispersion in Canada: An Empirical Assessment

2015Inflation and inflation uncertainty: The case of Cambodia, Lao PDR, and Vietnam