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Aggregate economic activity and the variance of inflation
6 references·10 citing·39 second hop
Aggregate economic activity and the variance of inflation (1985)Aggregate economic activity and the varia…Estimates of the Variance of U. S. Inflation Based upon the ARCH Model (1983)Estimates of the Variance of …Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Autoregressive Conditional He…Unemployment, Industrial Production, and Inflation Uncertainty in the United States (1980)Unemployment, Industrial Prod…Inflation Uncertainty and the Phillips Curve: Some Empirical Evidence (1980)Inflation Uncertainty and the…Nobel Lecture: Inflation and Unemployment (1977)Nobel Lecture: Inflation and …A Study of Price Forecasts (1977)A Study of Price ForecastsInflation, Inflation Uncertainty and the Economic Growth Nexus: A Review of the Literature (2022)Inflation, Inflation Uncertai…Inflation Volatility, Institutions, and Economic Growth (2012)Inflation Volatility, Institu…Dynamic Linkages between Output Growth and Macroeconomic Volatility: Evidence using Greek Data (2011)Dynamic Linkages between Outp…Macroeconomic Uncertainty and Performance in Asian Countries* (2009)Macroeconomic Uncertainty and…Comparison of ANFIS, ANN, GARCH and ARIMA Techniques to Exchange Rate Forecasting (2009)Comparison of ANFIS, ANN, GAR…MACROECONOMIC UNCERTAINTY AND MACROECONOMIC PERFORMANCE: ARE THEY RELATED? (2005)MACROECONOMIC UNCERTAINTY AND…Inflation uncertainty and real economic activities (1995)Inflation uncertainty and rea…Inflation variability and the Turkish economy (1993)Inflation variability and the…The impact of exchange rate variability on trade flows: Further results on sectoral U.S. imports from Canada (1992)The impact of exchange rate v…Indexation and the Effect of Inflation Uncertainty on Real GNP (1988)Indexation and the Effect of …Wage indexation: A macroeconomic approach (1976)Long-Term Contracts, Rational Expectations, and the Optimal Money Supply Rule (1977)Effects of adopting inflation targeting regimes on inflation variability (2006)The effects of inflation uncertainty on interest rates: a nonlinear approach (2008)INFLATION AND REAL STOCK RETURNS REVISITED (2009)Money-Wage Dynamics and Labor-Market Equilibrium (1968)Econometric policy evaluation: A critique (1976)Relative Price Variability, Real Shocks, and the Stock Market (1990)The Role of Monetary Policy (1995)Bond risk, bond return volatility, and the term structure of interest rates (2011)Forward and spot exchange rates (1984)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Does the Exchange Rate Matter to Agricultural Bilateral Trade between Canada and the U.S.? (2004)IMPACT OF EXCHANGE RATE UNCERTAINTY ON COMMODITY TRADE BETWEEN THE US AND AUSTRALIA* (2008)Impact of Exchange Rate Uncertainty on Trade Flows: Evidence from Commodity Trade between the United States and the United Kingdom (2008)Conditional variance and the risk premium in the foreign exchange market (1985)Estimating Time Varying Risk Premia in the Term Structure: The Arch-M Model (1987)A Comparative Study on Box-Jenkins and Garch Models in Forecasting Crude Oil Prices (2011)A Fusion Model Integrating ANFIS and Artificial Immune Algorithm for Forecasting Indian Stock Market (2011)[Retracted] An Economic Forecasting Method Based on the LightGBM‐Optimized LSTM and Time‐Series Model (2021)Rational Expectations and the Theory of Price Movements (1961)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Some International Evidence on Output-Inflation Tradeoffs. (1973)Modelling the persistence of conditional variances (1986)ARCH modeling in finance (1992)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 General Theory of Employment, Interest and Money. (1936)A Contribution to the Theory of Economic Growth (1956)DOES THE MAGNITUDE OF THE EFFECT OF INFLATION UNCERTAINTY ON OUTPUT GROWTH DEPEND ON THE LEVEL OF INFLATION? (2010)Macroeconomic impacts of oil price volatility: mitigation and resilience (2014)A Study of Economists' Consensus Forecasts (1983)Rational Expectations and Macroeconomic Forecasts (1983)Wage Indexation and the Effect of Inflation Uncertainty on Employment: An Empirical Analysis (1984)Generalized autoregressive conditional heteroskedasticity (1986)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Econometric Analysis of Cross Section and Panel Data (2001)
this work references cited by second hop

References

  • 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation20,684 cited
  • 1977Nobel Lecture: Inflation and Unemployment1,800 cited
  • 1983Estimates of the Variance of U. S. Inflation Based upon the ARCH Model462 cited
  • 1977A Study of Price Forecasts243 cited
  • 1980Unemployment, Industrial Production, and Inflation Uncertainty in the United States103 cited
  • 1980Inflation Uncertainty and the Phillips Curve: Some Empirical Evidence101 cited

Cited by

  • 1992The impact of exchange rate variability on trade flows: Further results on sectoral U.S. imports from Canada42 cited
  • 2009Comparison of ANFIS, ANN, GARCH and ARIMA Techniques to Exchange Rate Forecasting40 cited
  • 2005MACROECONOMIC UNCERTAINTY AND MACROECONOMIC PERFORMANCE: ARE THEY RELATED?36 cited
  • 1988Indexation and the Effect of Inflation Uncertainty on Real GNP28 cited
  • 2009Macroeconomic Uncertainty and Performance in Asian Countries*26 cited
  • 2022Inflation, Inflation Uncertainty and the Economic Growth Nexus: A Review of the Literature19 cited
  • 1995Inflation uncertainty and real economic activities15 cited
  • 2012Inflation Volatility, Institutions, and Economic Growth14 cited

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1993
Inflation variability and the Turkish economy
12 cited
  • 2011Dynamic Linkages between Output Growth and Macroeconomic Volatility: Evidence using Greek Data12 cited