Article1988

Estimates of the Variance of U. S. Inflation Based upon the ARCH Model: Comment

90 citations0/0 files storedJournal of money credit and banking

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Financial Risk and Volatility Modeling Monetary Policy and Economic Impact Market Dynamics and Volatility

Abstract

Thomas F. Cosimano, Dennis W. Jansen, Estimates of the Variance of U. S. Inflation Based upon the ARCH Model: Comment, Journal of Money, Credit and Banking, Vol. 20, No. 3, Part 1 (Aug., 1988), pp. 409-421

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References

1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation 1977Nobel Lecture: Inflation and Unemployment 1978Testing Against General Autoregressive and Moving Average Error Models when the Regressors Include Lagged Dependent Variables 2021Short- Term Interest Rates as Predictors of Inflation 1983Estimates of the Variance of U. S. Inflation Based upon the ARCH Model 1986Spurious Volatility in Historical Unemployment Data 1981On the relation between the variability of inflation and the average inflation rate 1985Interest-risk sensitive deposit insurance premia

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