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Does Inflation Uncertainty Vary with the Level of Inflation?
16 references·8 citing·32 second hop
Does Inflation Uncertainty Vary with the Level of Inflation? (1998)Does Inflation Uncertainty Vary with the …Measuring and Testing the Impact of News on Volatility (1993)Measuring and Testing the Imp…Inflation regimes and the sources of inflation uncertainty (1993)Inflation regimes and the sou…Inflation Regimes and the Sources of Inflation Uncertainty (1993)Inflation Regimes and the Sou…Why does high inflation raise inflation uncertainty? (1992)Why does high inflation raise…Prediction in dynamic models with time-dependent conditional variances (1992)Prediction in dynamic models …Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Conditional Heteroskedasticit…Inflation and Uncertainty at Short and Long Horizons (1990)Inflation and Uncertainty at …Discussion (1990)DiscussionConsensus and Uncertainty in Economic Prediction (1987)Consensus and Uncertainty in …Generalized autoregressive conditional heteroskedasticity (1986)Generalized autoregressive co…Estimates of the Variance of U. S. Inflation Based upon the ARCH Model (1983)Estimates of the Variance of …Consensus and Uncertainty in Economic Prediction (1983)Consensus and Uncertainty in …Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Autoregressive Conditional He…Towards an understanding of the costs of inflation: II (1981)Towards an understanding of t…Nobel Lecture: Inflation and Unemployment (1977)Nobel Lecture: Inflation and …The Mirage of Steady Inflation (1971)The Mirage of Steady InflationReal Return Bonds, Inflation Expectations, and the Break-Even Inflation Rate (2021)Real Return Bonds, Inflation …Inflation and Relative Price Dispersion in Canada: An Empirical Assessment (2021)Inflation and Relative Price …Inflation and inflation uncertainty: The case of Cambodia, Lao PDR, and Vietnam (2015)Inflation and inflation uncer…Inflation volatility: an Asian perspective (2014)Inflation volatility: an Asia…Asymmetric Behavior of Inflation Uncertainty and Friedman-Ball Hypothesis: Evidence from Pakistan (2010)Asymmetric Behavior of Inflat…Inflation and inflation uncertainty in Turkey (2008)Inflation and inflation uncer…PRICE STABILITY AND THE ECB'S MONETARY POLICY STRATEGY* (2007)PRICE STABILITY AND THE ECB'S…Determinación del nivel de precios y la dinámica inflacionaria en México (1999)Determinación del nivel de pr…ARCH modeling in finance (1992)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles (2000)Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecasting and Control (1977)Multivariate Simultaneous Generalized ARCH (1995)Some International Evidence on Output-Inflation Tradeoffs. (1973)Modelling the persistence of conditional variances (1986)The General Theory of Employment, Interest and Money, by John Maynard Keynes (1936)Anticipated inflation and the capital stock in a cash in-advance economy (1981)An empirical analysis of cross-national economic growth, 1951–1980 (1989)The Role of Monetary Policy (1995)The Combination of Forecasts (1969)Experience with Forecasting Univariate Time Series and the Combination of Forecasts (1974)Combining Expert Judgments: A Bayesian Approach (1977)Macroeconomic forecasts and microeconomic forecasters (2002)The strategy of professional forecasting☆ (2006)Combining density forecasts (2007)Rules, discretion and reputation in a model of monetary policy (1983)A Theory of Ambiguity, Credibility, and Inflation under Discretion and Asymmetric Information (1986)Warning: Inflation May Be Harmful to Your Growth (1998)Disagreement Among Forecasters in G7 Countries (2011)Stock return predictability and the adaptive markets hypothesis: Evidence from century-long U.S. data (2011)Econometric Analysis of Cross Section and Panel Data (2001)Rational Bias in Macroeconomic Forecasts (1999)Comparing the Point Predictions and Subjective Probability Distributions of Professional Forecasters (2009)Measuring forecast uncertainty by disagreement: The missing link (2010)The effects of real and nominal uncertainty on inflation and output growth: some garch-m evidence (2000)Globalization and Global Disinflation (2003)New Evidence on the Interest Rate Effects of Budget Deficits and Debt (2009)A long memory property of stock market returns and a new model (1993)Introductory Econometrics for Finance (2008)
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References

  • 1986Generalized autoregressive conditional heteroskedasticity22,329 cited
  • 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation20,684 cited
  • 1991Conditional Heteroskedasticity in Asset Returns: A New Approach10,268 cited
  • 1993Measuring and Testing the Impact of News on Volatility3,692 cited
  • 1977Nobel Lecture: Inflation and Unemployment1,800 cited
  • 1983Estimates of the Variance of U. S. Inflation Based upon the ARCH Model462 cited
  • 1992Why does high inflation raise inflation uncertainty?462 cited
  • 1987Consensus and Uncertainty in Economic Prediction361 cited
  • 1971The Mirage of Steady Inflation331 cited
  • 1983Consensus and Uncertainty in Economic Prediction324 cited
  • 1990Inflation and Uncertainty at Short and Long Horizons313 cited
  • 1981Towards an understanding of the costs of inflation: II284 cited
  • 1992Prediction in dynamic models with time-dependent conditional variances280 cited
  • 1990Discussion229 cited
  • 1993Inflation Regimes and the Sources of Inflation Uncertainty219 cited
  • 1993

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Inflation regimes and the sources of inflation uncertainty
197 cited

Cited by

  • 1999Determinación del nivel de precios y la dinámica inflacionaria en México32 cited
  • 2014Inflation volatility: an Asian perspective29 cited
  • 2008Inflation and inflation uncertainty in Turkey24 cited
  • 2010Asymmetric Behavior of Inflation Uncertainty and Friedman-Ball Hypothesis: Evidence from Pakistan22 cited
  • 2007PRICE STABILITY AND THE ECB'S MONETARY POLICY STRATEGY*22 cited
  • 2021Real Return Bonds, Inflation Expectations, and the Break-Even Inflation Rate22 cited
  • 2021Inflation and Relative Price Dispersion in Canada: An Empirical Assessment18 cited
  • 2015Inflation and inflation uncertainty: The case of Cambodia, Lao PDR, and Vietnam15 cited