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Inflation and Inflation Uncertainty Nexus: Empirical Evidence from Pakistan
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Inflation and Inflation Uncertainty Nexus: Empirical Evidence from Pakistan (2012)Inflation and Inflation Uncertainty Nexus…Inflation Uncertainty, Output Growth Uncertainty and Macroeconomic Performance (2006)Inflation Uncertainty, Output…Inflation and Growth: An Estimate of the Threshold Level of Inflation in Pakistan (2005)Inflation and Growth: An Esti…The asymmetric effects of uncertainty on inflation and output growth (2004)The asymmetric effects of unc…Inflation and inflation uncertainty in the United Kingdom, evidence from GARCH modelling (2004)Inflation and inflation uncer…The Message in Daily Exchange Rates (2002)The Message in Daily Exchange…On inflation and inflation uncertainty in the G7 countries (1998)On inflation and inflation un…Disagreement as a Measure of Uncertainty (1996)Disagreement as a Measure of …Analysing inflation by the fractionally integrated ARFIMA-GARCH model (1996)Analysing inflation by the fr…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1995)Autoregressive Conditional He…Inflation and Its Unpredictability--Theory and Empirical Evidence (1993)Inflation and Its Unpredictab…Are Higher Levels of Inflation Less Predictable? A State-Dependent Conditional Heteroscedasticity Approach (1993)Are Higher Levels of Inflatio…Why does high inflation raise inflation uncertainty? (1992)Why does high inflation raise…Generalized autoregressive conditional heteroskedasticity (1986)Generalized autoregressive co…A Theory of Ambiguity, Credibility, and Inflation under Discretion and Asymmetric Information (1986)A Theory of Ambiguity, Credib…Rules, discretion and reputation in a model of monetary policy (1983)Rules, discretion and reputat…Nobel Lecture: Inflation and Unemployment (1977)Nobel Lecture: Inflation and …Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Impulse response analysis in nonlinear multivariate models (1996)Inflation, output growth, and nominal and real uncertainty: Empirical evidence for the G7 (2007)Energy markets volatility modelling using GARCH (2014)Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecasting and Control (1977)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Multivariate Simultaneous Generalized ARCH (1995)Some International Evidence on Output-Inflation Tradeoffs. (1973)Aggregate Dynamics and Staggered Contracts (1980)A Positive Theory of Monetary Policy in a Natural Rate Model (1983)Inflation targeting as a monetary policy rule (1999)Federal Reserve Information and the Behavior of Interest Rates (2000)Official Intervention in the Foreign Exchange Market: Is It Effective and, If So, How Does It Work? (2001)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Long memory processes and fractional integration in econometrics (1996)Modeling and pricing long memory in stock market volatility (1996)Likelihood‐based cointegration tests in heterogeneous panels (2001)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)Testing for a Unit Root in Time Series Regression (1988)Bivariate garch estimation of the optimal commodity futures Hedge (1991)ARCH MODELS: PROPERTIES, ESTIMATION AND TESTING (1993)Modeling and Forecasting Realized Volatility (2001)Measuring and Testing the Impact of News on Volatility (1993)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Disagreement and Biases in Inflation Expectations (2009)Measuring Uncertainty Based on Rounding: New Method and Application to Inflation Expectations (2015)Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models (1998)Idiosyncratic risk and the cross-section of expected stock returns (2008)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)Discretion versus policy rules in practice (1993)Varieties of Capitalism (2001)INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY (2005)
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References

  • 1986Generalized autoregressive conditional heteroskedasticity22,329 cited
  • 1983Rules, discretion and reputation in a model of monetary policy3,625 cited
  • 1995Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation1,960 cited
  • 1977Nobel Lecture: Inflation and Unemployment1,800 cited
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  • 1996Analysing inflation by the fractionally integrated ARFIMA-GARCH model557 cited
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  • 1998On inflation and inflation uncertainty in the G7 countries313 cited
  • 2004The asymmetric effects of uncertainty on inflation and output growth264 cited
  • 1996Disagreement as a Measure of Uncertainty240 cited
  • 2004Inflation and inflation uncertainty in the United Kingdom, evidence from GARCH modelling191 cited
  • 2005Inflation and Growth: An Estimate of the Threshold Level of Inflation in Pakistan188 cited
  • 2006Inflation Uncertainty, Output Growth Uncertainty and Macroeconomic Performance176 cited
  • 1993Are Higher Levels of Inflation Less Predictable? A State-Dependent Conditional Heteroscedasticity Approach

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172 cited
  • 1993Inflation and Its Unpredictability--Theory and Empirical Evidence129 cited
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