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The inflation and output variability tradeoff: evidence from a Garch model · Study

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ArticleThe inflation and output variability tradeoff: evidence from a Garch model

Jim Lee1999

Article1999

The inflation and output variability tradeoff: evidence from a Garch model

38 citations·0/0 files stored·Economics Letters

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

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References

1993Discretion versus policy rules in practice 1997Postwar U.S. Business Cycles: An Empirical Investigation 1995Multivariate Simultaneous Generalized ARCH 1992Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances 1983Estimates of the Variance of U. S. Inflation Based upon the ARCH Model 1997Inflation/Output Variance Trade-Offs and Optimal Monetary Policy 2011Measuring Short-Run Inflation for Central Bankers 1994The inflation/output variability trade-off revisited

Cited by

2008CROSS‐COUNTRY EVIDENCE ON OUTPUT GROWTH VOLATILITY: NONSTATIONARY VARIANCE AND GARCH MODELS 2004Analysis of real GDP growth rates of greater China: An asymmetric conditional volatility approach 2002The Inflation-Output Variability Tradeoff and Monetary Policy: Evidence from a GARCH Model 2005The inflation-output variability relationship in the G3:a bivariate GARCH (BEKK) approach 2012An empirical investigation of the Taylor curve

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Year1999

Typearticle

Published1999-01-01

VenueEconomics Letters

ISSN-L0165-1765

Languageen

Citations38

Files0 public / 0

ShelfMonetary Policy and Economic Impact

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doi10.1016/s0165-1765(98)00212-2

openalex_workW2053327618

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2004

Is There a Trade‐Off Between Inflation Variability and Output‐Gap Variability in the EMU Countries?