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Inflation and Inflation Uncertainty Revisited: Evidence from Egypt
16 references·2 citing·45 second hopsampled
Inflation and Inflation Uncertainty Revisited: Evidence from Egypt (2015)Inflation and Inflation Uncertainty Revis…Does inflation targeting make a difference in developing countries? (2008)Does inflation targeting make…Inflation Uncertainty, Output Growth Uncertainty and Macroeconomic Performance (2006)Inflation Uncertainty, Output…Inflation and inflation uncertainty in the United Kingdom, evidence from GARCH modelling (2004)Inflation and inflation uncer…Another Perspective on the Effects of Inflation Uncertainty (2004)Another Perspective on the Ef…Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)Further Evidence on the Great…Inflation and Welfare (2000)Inflation and WelfareTesting for a unit root in variables with a double change in the mean (1998)Testing for a unit root in va…On inflation and inflation uncertainty in the G7 countries (1998)On inflation and inflation un…The welfare cost of inflation in general equilibrium (1996)The welfare cost of inflation…Inflation and Uncertainty: Tests for Temporal Ordering (1995)Inflation and Uncertainty: Te…On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)On the Relation between the E…Why does high inflation raise inflation uncertainty? (1992)Why does high inflation raise…Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Conditional Heteroskedasticit…Testing for a Unit Root in a Time Series With a Changing Mean (1990)Testing for a Unit Root in a …A Theory of Ambiguity, Credibility, and Inflation under Discretion and Asymmetric Information (1986)A Theory of Ambiguity, Credib…Nobel Lecture: Inflation and Unemployment (1977)Nobel Lecture: Inflation and …The external debt‐inflation nexus in Egypt (2021)The external debt‐inflation n…Private Sector Credit and Inflation Volatility (2018)Private Sector Credit and Inf…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)ARCH modeling in finance (1992)Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles (2000)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)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Testing for a Unit Root in Time Series Regression (1988)Recursive and Sequential Tests of the Unit Root and Trend Break Hypothesis: Theory and International Evidence (1990)Nonstationarity and Level Shifts With an Application to Purchasing Power Parity (1992)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Further evidence on breaking trend functions in macroeconomic variables (1997)A Stationarity Test in the Presence of an Unknown Number of Smooth Breaks (2006)The dynamic links between energy consumption, economic growth, financial development and trade in China: Fresh evidence from multivariate framework analysis (2013)Renewable energy consumption, urbanization, financial development, income and CO2 emissions in Turkey: Testing EKC hypothesis with structural breaks (2018)Inflation forecast targeting: Implementing and monitoring inflation targets (1997)Econometric Analysis of Cross Section and Panel Data (2001)The Modern History of Exchange Rate Arrangements: A Reinterpretation (2004)Inflation targeting in emerging economies: Panel evidence (2009)Inflation Targeting and Real Exchange Rates in Emerging Markets (2010)Inflation Targeting (2010)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)Multivariate Simultaneous Generalized ARCH (1995)The Role of Monetary Policy (1995)The Transactions Demand for Cash: An Inventory Theoretic Approach (1952)Optimal fiscal and monetary policy in an economy without capital (1983)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)Money in Search Equilibrium, in Competitive Equilibrium, and in Competitive Search Equilibrium (2004)A Unified Framework for Monetary Theory and Policy Analysis (2005)Has the US Finance Industry Become Less Efficient? On the Theory and Measurement of Financial Intermediation (2015)Rules, discretion and reputation in a model of monetary policy (1983)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)The Cross‐Section of Volatility and Expected Returns (2006)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)The saving and investment nexus for China: evidence from cointegration tests (2005)Introductory Econometrics for Finance (2008)
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References

  • 1991Conditional Heteroskedasticity in Asset Returns: A New Approach10,268 cited
  • 1993On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks9,041 cited
  • 2002Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis5,745 cited
  • 1977Nobel Lecture: Inflation and Unemployment1,800 cited
  • 1986A Theory of Ambiguity, Credibility, and Inflation under Discretion and Asymmetric Information1,287 cited
  • 1990Testing for a Unit Root in a Time Series With a Changing Mean1,180 cited
  • 1998Testing for a unit root in variables with a double change in the mean918 cited
  • 2000Inflation and Welfare797 cited
  • 1992Why does high inflation raise inflation uncertainty?462 cited
  • 2008Does inflation targeting make a difference in developing countries?360 cited
  • 1998On inflation and inflation uncertainty in the G7 countries313 cited
  • 1995Inflation and Uncertainty: Tests for Temporal Ordering247 cited
  • 2004Another Perspective on the Effects of Inflation Uncertainty209 cited
  • 1996The welfare cost of inflation in general equilibrium209 cited
  • 2004Inflation and inflation uncertainty in the United Kingdom, evidence from GARCH modelling

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191 cited
  • 2006Inflation Uncertainty, Output Growth Uncertainty and Macroeconomic Performance176 cited
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    • 2018Private Sector Credit and Inflation Volatility19 cited
    • 2021The external debt‐inflation nexus in Egypt17 cited