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Macroeconomic uncertainty, inflation and growth: Regime-dependent effects in the G7
16 references·7 citing·32 second hop
Macroeconomic uncertainty, inflation and growth: Regime-dependent effects in the G7 (2012)Macroeconomic uncertainty, inflation and …Testing for a unit root in the nonlinear STAR framework (2002)Testing for a unit root in th…The Role of Monetary Policy (1995)The Role of Monetary PolicyAutoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1995)Autoregressive Conditional He…Autoregressive conditional heteroskedasticity and changes in regime (1994)Autoregressive conditional he…Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances (1992)Quasi-maximum likelihood esti…Central Bank Strategy, Credibility, and Independence: Theory and Evidence (1992)Central Bank Strategy, Credib…Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Conditional Heteroskedasticit…Modelling the Coherence in Short-Run Nominal Exchange Rates: A Multivariate Generalized Arch Model (1990)Modelling the Coherence in Sh…Irreversibility, Uncertainty, and Investment (1990)Irreversibility, Uncertainty,…Testing Linearity Against Smooth Transition Autoregressive Models (1988)Testing Linearity Against Smo…A Theory of Ambiguity, Credibility, and Inflation under Discretion and Asymmetric Information (1986)A Theory of Ambiguity, Credib…Irreversibility, Uncertainty, and Cyclical Investment (1980)Irreversibility, Uncertainty,…Nobel Lecture: Inflation and Unemployment (1977)Nobel Lecture: Inflation and …Money and Economic Growth (1965)Money and Economic GrowthThe General Theory of Employment (1937)The General Theory of Employm…The General Theory of Employment, Interest and Money. (1936)The General Theory of Employm…Relationships between inflation, output growth, and uncertainty in the era of inflation stabilization: a multicountry study (2023)Relationships between inflati…Inflation, Inflation Uncertainty, and Growth: Evidence from Ghana (2019)Inflation, Inflation Uncertai…Volatility and growth: a not so straightforward relationship (2018)Volatility and growth: a not …Regime‐dependent effects of uncertainty on inflation and output growth: evidence from the United Kingdom and the United States (2018)Regime‐dependent effects of u…Is inflation targeting useful for economic growth? (2017)Is inflation targeting useful…Inflation, Output Growth, and Their Uncertainties: Empirical Evidence for a Causal Relationship from European Emerging Economies (2014)Inflation, Output Growth, and…Bidirectional linkage between inflation and inflation uncertainty – the case of Eastern European countries (2014)Bidirectional linkage between…Optimum consumption and portfolio rules in a continuous-time model (1971)Determinants of corporate borrowing (1977)Option pricing: A simplified approach (1979)Investment and Hysteresis (1992)The Correlates of Change in International Financial Regulation (1997)Environmental Policy and Technological Change (2002)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)ARCH modeling in finance (1992)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles (2000)Understanding business cycles (1977)The Value of Waiting to Invest (1982)Policy Uncertainty and Corporate Investment (2015)A Capital Asset Pricing Model with Time-Varying Covariances (1988)Dynamic Conditional Correlation (2002)Introductory Econometrics for Finance (2008)Multivariate Simultaneous Generalized ARCH (1995)Does the Stock Market Overreact? (1985)Noise Trader Risk in Financial Markets (1990)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Fractionally integrated generalized autoregressive conditional heteroskedasticity (1996)Modeling the conditional distribution of interest rates as a regime-switching process (1996)International Asset Allocation With Regime Shifts (2002)Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models (1998)Modeling and Forecasting Realized Volatility (2001)Idiosyncratic risk and the cross-section of expected stock returns (2008)Introduction: epistemic communities and international policy coordination (1992)Postwar U.S. Business Cycles: An Empirical Investigation (1997)Econometric policy evaluation: A critique (1976)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Measuring Economic Policy Uncertainty* (2016)
this work references cited by second hop

References

  • 1936The General Theory of Employment, Interest and Money.14,486 cited
  • 1991Conditional Heteroskedasticity in Asset Returns: A New Approach10,268 cited
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  • 1980Irreversibility, Uncertainty, and Cyclical Investment4,130 cited
  • 1995The Role of Monetary Policy3,796 cited
  • 1990Modelling the Coherence in Short-Run Nominal Exchange Rates: A Multivariate Generalized Arch Model3,519 cited
  • 1992Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances3,220 cited
  • 1990Irreversibility, Uncertainty, and Investment2,456 cited
  • 1995Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation1,960 cited
  • 1994Autoregressive conditional heteroskedasticity and changes in regime1,835 cited
  • 1977Nobel Lecture: Inflation and Unemployment1,800 cited
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  • 2002Testing for a unit root in the nonlinear STAR framework1,567 cited
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  • 1988Testing Linearity Against Smooth Transition Autoregressive Models1,365 cited

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  • 1986A Theory of Ambiguity, Credibility, and Inflation under Discretion and Asymmetric Information1,287 cited
  • Cited by

    • 2019Inflation, Inflation Uncertainty, and Growth: Evidence from Ghana19 cited
    • 2014Inflation, Output Growth, and Their Uncertainties: Empirical Evidence for a Causal Relationship from European Emerging Economies18 cited
    • 2023Relationships between inflation, output growth, and uncertainty in the era of inflation stabilization: a multicountry study15 cited
    • 2014Bidirectional linkage between inflation and inflation uncertainty – the case of Eastern European countries15 cited
    • 2018Volatility and growth: a not so straightforward relationship15 cited
    • 2017Is inflation targeting useful for economic growth?14 cited
    • 2018Regime‐dependent effects of uncertainty on inflation and output growth: evidence from the United Kingdom and the United States14 cited