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Inflation and inflation uncertainty: The case of Cambodia, Lao PDR, and Vietnam
16 references·0 citing·33 second hop
Inflation and inflation uncertainty: The case of Cambodia, Lao PDR, and Vietnam (2015)Inflation and inflation uncertainty: The …Inflation, output growth, and nominal and real uncertainty: Empirical evidence for the G7 (2007)Inflation, output growth, and…Re-examining inflation and inflation uncertainty in developed and emerging countries (2005)Re-examining inflation and in…On the real effects of inflation and inflation uncertainty in Mexico (2005)On the real effects of inflat…Inflation and inflation uncertainty in the United Kingdom, evidence from GARCH modelling (2004)Inflation and inflation uncer…The effects of real and nominal uncertainty on inflation and output growth: some garch-m evidence (2000)The effects of real and nomin…On inflation and inflation uncertainty in the G7 countries (1998)On inflation and inflation un…Analysing inflation by the fractionally integrated ARFIMA-GARCH model (1996)Analysing inflation by the fr…On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)On the Relation between the E…Are Higher Levels of Inflation Less Predictable? A State-Dependent Conditional Heteroscedasticity Approach (1993)Are Higher Levels of Inflatio…A Permanent and Transitory Component Model of Stock Return Volatility (1993)A Permanent and Transitory Co…Why does high inflation raise inflation uncertainty? (1992)Why does high inflation raise…Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Conditional Heteroskedasticit…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…Estimates of the Variance of U. S. Inflation Based upon the ARCH Model (1983)Estimates of the Variance of …Nobel Lecture: Inflation and Unemployment (1977)Nobel Lecture: Inflation and …Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)ARCH modeling in finance (1992)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)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)Rules, discretion and reputation in a model of monetary policy (1983)Modelling the Coherence in Short-Run Nominal Exchange Rates: A Multivariate Generalized Arch Model (1990)The asymmetric effects of uncertainty on inflation and output growth (2004)Measuring Uncertainty Based on Rounding: New Method and Application to Inflation Expectations (2015)Symmetric and asymmetric impact of oil price, FDI and economic growth on carbon emission in Pakistan: Evidence from ARDL and non-linear ARDL approach (2020)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)A multiple indicators model for volatility using intra-daily data (2005)Stochastic volatility with leverage: Fast and efficient likelihood inference (2006)Stock Returns and Volatility: Pricing the Short‐Run and Long‐Run Components of Market Risk (2008)Modelling the persistence of conditional variances (1986)The Cross‐Section of Volatility and Expected Returns (2006)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)
this work references cited by second hop

References

  • 1986Generalized autoregressive conditional heteroskedasticity22,329 cited
  • 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
  • 1977Nobel Lecture: Inflation and Unemployment1,800 cited
  • 1986A Theory of Ambiguity, Credibility, and Inflation under Discretion and Asymmetric Information1,287 cited
  • 1996Analysing inflation by the fractionally integrated ARFIMA-GARCH model557 cited
  • 1993A Permanent and Transitory Component Model of Stock Return Volatility501 cited
  • 1983Estimates of the Variance of U. S. Inflation Based upon the ARCH Model462 cited
  • 1992Why does high inflation raise inflation uncertainty?462 cited
  • 2000The effects of real and nominal uncertainty on inflation and output growth: some garch-m evidence336 cited
  • 1998On inflation and inflation uncertainty in the G7 countries313 cited
  • 2007Inflation, output growth, and nominal and real uncertainty: Empirical evidence for the G7194 cited
  • 2004Inflation and inflation uncertainty in the United Kingdom, evidence from GARCH modelling191 cited
  • 1993Are Higher Levels of Inflation Less Predictable? A State-Dependent Conditional Heteroscedasticity Approach172 cited

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  • 2005On the real effects of inflation and inflation uncertainty in Mexico125 cited
  • 2005Re-examining inflation and inflation uncertainty in developed and emerging countries110 cited
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