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The inflation and output variability tradeoff: evidence from a Garch model
9 references·6 citing·39 second hop
The inflation and output variability tradeoff: evidence from a Garch model (1999)The inflation and output variability trad…Measuring Short-Run Inflation for Central Bankers (2011)Measuring Short-Run Inflation…Postwar U.S. Business Cycles: An Empirical Investigation (1997)Postwar U.S. Business Cycles:…Inflation/Output Variance Trade-Offs and Optimal Monetary Policy (1997)Inflation/Output Variance Tra…Measuring Short-Run Inflation for Central Bankers (1996)Measuring Short-Run Inflation…Multivariate Simultaneous Generalized ARCH (1995)Multivariate Simultaneous Gen…The inflation/output variability trade-off revisited (1994)The inflation/output variabil…Discretion versus policy rules in practice (1993)Discretion versus policy rule…Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances (1992)Quasi-maximum likelihood esti…Estimates of the Variance of U. S. Inflation Based upon the ARCH Model (1983)Estimates of the Variance of …An empirical investigation of the Taylor curve (2012)An empirical investigation of…CROSS‐COUNTRY EVIDENCE ON OUTPUT GROWTH VOLATILITY: NONSTATIONARY VARIANCE AND GARCH MODELS (2008)CROSS‐COUNTRY EVIDENCE ON OUT…The inflation-output variability relationship in the G3:a bivariate GARCH (BEKK) approach (2005)The inflation-output variabil…Is There a Trade‐Off Between Inflation Variability and Output‐Gap Variability in the EMU Countries? (2004)Is There a Trade‐Off Between …Analysis of real GDP growth rates of greater China: An asymmetric conditional volatility approach (2004)Analysis of real GDP growth r…The Inflation-Output Variability Tradeoff and Monetary Policy: Evidence from a GARCH Model (2002)The Inflation-Output Variabil…Business Cycles: A Theoretical, Historical, and Statistical Analysis of the Capitalist Process (1940)The role of macroeconomic factors in growth (1993)The assessment: macroeconomic policy after EMU (1998)Should Monetary Policy Respond to Asset Price Bubbles? Some Experimental Results (2001)ARE LONG‐RUN PRICE STABILITY AND SHORT‐RUN OUTPUT STABILIZATION ALL THAT MONETARY POLICY CAN AIM FOR? (2007)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)ARCH modeling in finance (1992)Dynamic Conditional Correlation (2002)Modeling and Forecasting Realized Volatility (2003)Some International Evidence on Output-Inflation Tradeoffs. (1973)Nobel Lecture: Inflation and Unemployment (1977)Modelling the persistence of conditional variances (1986)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)The General Theory of Employment, Interest and Money, by John Maynard Keynes (1936)The General Theory of Employment, Interest and Money. (1936)Macroeconomics and Reality (1980)The Band Pass Filter (1999)On Adjusting the Hodrick-Prescott Filter for the Frequency of Observations (2002)Measuring Uncertainty (2015)A Probability Model of The Coincident Economic Indicators (1988)A probability model of the coincident economic indicators (1991)Relative-Price Changes as Aggregate Supply Shocks (1995)Evaluating core inflation indicators (2002)Weighted Median Inflation: Is This Core Inflation? (2004)Stochastic Index Numbers: A Review (2006)Rules, discretion and reputation in a model of monetary policy (1983)The Science of Monetary Policy: A New Keynesian Perspective (1999)Estimation and Inference of Impulse Responses by Local Projections (2005)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)Expectations and the neutrality of money (1972)Irreversibility, Uncertainty, and Cyclical Investment (1980)Dynamic Linkages between Output Growth and Macroeconomic Volatility: Evidence using Greek Data (2011)Does the Fed Act Gradually? A VAR Analysis (1998)Does the fed act gradually? A VAR analysis (2000)A small estimated euro area model with rational expectations and nominal rigidities (2003)INFLATION INEQUALITY IN THE UNITED STATES (2005)Trimmed mean PCE inflation (2005)
this work references cited by second hop

References

  • 1993Discretion versus policy rules in practice9,059 cited
  • 1997Postwar U.S. Business Cycles: An Empirical Investigation7,358 cited
  • 1995Multivariate Simultaneous Generalized ARCH4,510 cited
  • 1992Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances3,220 cited
  • 1983Estimates of the Variance of U. S. Inflation Based upon the ARCH Model462 cited
  • 1997Inflation/Output Variance Trade-Offs and Optimal Monetary Policy173 cited
  • 2011Measuring Short-Run Inflation for Central Bankers99 cited
  • 1994The inflation/output variability trade-off revisited95 cited
  • 1996Measuring Short-Run Inflation for Central Bankers95 cited

Cited by

  • 2008CROSS‐COUNTRY EVIDENCE ON OUTPUT GROWTH VOLATILITY: NONSTATIONARY VARIANCE AND GARCH MODELS34 cited
  • 2004Analysis of real GDP growth rates of greater China: An asymmetric conditional volatility approach24 cited
  • 2002The Inflation-Output Variability Tradeoff and Monetary Policy: Evidence from a GARCH Model23 cited
  • 2005The inflation-output variability relationship in the G3:a bivariate GARCH (BEKK) approach23 cited
  • 2012An empirical investigation of the Taylor curve22 cited
  • 2004

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