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Testing for rate dependence and asymmetry in inflation uncertainty: Evidence from the G7 economies
15 references·1 citing·41 second hop
Testing for rate dependence and asymmetry in inflation uncertainty: Evidence from the G7 economies (2006)Testing for rate dependence and asymmetry…Re-examining inflation and inflation uncertainty in developed and emerging countries (2005)Re-examining inflation and in…Inflation, output growth, volatility and causality: evidence from panel data and the G7 countries (2004)Inflation, output growth, vol…The relationship between inflation and inflation uncertainty in the UK: 1885–1998 (2001)The relationship between infl…Relationship between inflation rate and inflation uncertainty (2001)Relationship between inflatio…The level and uncertainty of inflation: results from OECD forecasts (2000)The level and uncertainty of …Inflation, inflation uncertainty, and monetary policy in Turkey: 1960–1998 (2000)Inflation, inflation uncertai…On inflation and inflation uncertainty in the G7 countries (1998)On inflation and inflation un…Testing the adequacy of smooth transition autoregressive models (1996)Testing the adequacy of smoot…Another Look at Models of the Short-Term Interest Rate (1996)Another Look at Models of the…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…A Theory of the Term Structure of Interest Rates (1985)A Theory of the Term Structur…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Autoregressive Conditional He…Nobel Lecture: Inflation and Unemployment (1977)Nobel Lecture: Inflation and …The Mirage of Steady Inflation (1971)The Mirage of Steady InflationInflation targeting and the inflation-inflation uncertainty relationship: evidence from Thailand (2008)Inflation targeting and the i…A Theory of Ambiguity, Credibility, and Inflation under Discretion and Asymmetric Information (1986)A long memory property of stock market returns and a new model (1993)INFLATION DYNAMICS IN LATIN AMERICA (2009)Inflation, inflation uncertainty and growth: Are they related? (2010)Asymmetric inflation dynamics: Evidence from quantile regression analysis (2011)Generalized autoregressive conditional heteroskedasticity (1986)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)ARCH modeling in finance (1992)The Cross‐Section of Volatility and Expected Returns (2006)Testing Linearity Against Smooth Transition Autoregressive Models (1988)Characterizing nonlinearities in business cycles using smooth transition autoregressive models (1992)Nonlinear adjustment, long-run equilibrium and exchange rate fundamentals (2000)Panel Smooth Transition Regression Models (2005)Modelling Nonlinear Economic Time Series (2010)The General Theory of Employment, Interest and Money, by John Maynard Keynes (1936)Some International Evidence on Output-Inflation Tradeoffs. (1973)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)Measuring and Testing the Impact of News on Volatility (1993)The asymmetric effects of uncertainty on inflation and output growth (2004)Disagreement and Biases in Inflation Expectations (2009)Measuring Uncertainty Based on Rounding: New Method and Application to Inflation Expectations (2015)Optimum consumption and portfolio rules in a continuous-time model (1971)An equilibrium characterization of the term structure (1977)Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation (1992)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Dynamic Asset Pricing Theory. (1993)Theory of rational option pricing (2005)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)Econometric Analysis of Cross Section and Panel Data (2001)The effects of real and nominal uncertainty on inflation and output growth: some garch-m evidence (2000)Globalization and Global Disinflation (2003)New Evidence on the Interest Rate Effects of Budget Deficits and Debt (2009)Deviance Information Criterion for Comparing Stochastic Volatility Models (2004)Testing for Predictability in Conditionally Heteroskedastic Stock Returns (2014)Time-Varying Systemic Risk: Evidence From a Dynamic Copula Model of CDS Spreads (2016)
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References

  • 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation20,684 cited
  • 1993On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks9,041 cited
  • 1985A Theory of the Term Structure of Interest Rates8,333 cited
  • 1977Nobel Lecture: Inflation and Unemployment1,800 cited
  • 1996Testing the adequacy of smooth transition autoregressive models536 cited
  • 1992Why does high inflation raise inflation uncertainty?462 cited
  • 1971The Mirage of Steady Inflation331 cited
  • 1998On inflation and inflation uncertainty in the G7 countries313 cited
  • 1996Another Look at Models of the Short-Term Interest Rate306 cited
  • 2005Re-examining inflation and inflation uncertainty in developed and emerging countries110 cited
  • 2001The relationship between inflation and inflation uncertainty in the UK: 1885–1998110 cited
  • 2004Inflation, output growth, volatility and causality: evidence from panel data and the G7 countries81 cited
  • 2001Relationship between inflation rate and inflation uncertainty81 cited
  • 2000Inflation, inflation uncertainty, and monetary policy in Turkey: 1960–199874 cited
  • 2000The level and uncertainty of inflation: results from OECD forecasts

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  • 2008Inflation targeting and the inflation-inflation uncertainty relationship: evidence from Thailand21 cited