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Inflation Uncertainty, Output Growth Uncertainty and Macroeconomic Performance
16 references·16 citing·47 second hopsampled
Inflation Uncertainty, Output Growth Uncertainty and Macroeconomic Performance (2006)Inflation Uncertainty, Output Growth Unce…The asymmetric effects of uncertainty on inflation and output growth (2004)The asymmetric effects of unc…INFLATION AND ECONOMIC GROWTH: EVIDENCE FROM FOUR SOUTH ASIAN COUNTRIES (2001)INFLATION AND ECONOMIC GROWTH…The effects of real and nominal uncertainty on inflation and output growth: some garch-m evidence (2000)The effects of real and nomin…The Science of Monetary Policy: A New Keynesian Perspective (1999)The Science of Monetary Polic…On inflation and inflation uncertainty in the G7 countries (1998)On inflation and inflation un…Analysing inflation by the fractionally integrated ARFIMA-GARCH model (1996)Analysing inflation by the fr…A causality-in-variance test and its application to financial market prices (1996)A causality-in-variance test …Multivariate Simultaneous Generalized ARCH (1995)Multivariate Simultaneous Gen…Chapter 49 Arch models (1994)Chapter 49 Arch modelsCentral Bank Independence and Macroeconomic Performance: Some Comparative Evidence (1993)Central Bank Independence and…Why does high inflation raise inflation uncertainty? (1992)Why does high inflation raise…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,…A Theory of Ambiguity, Credibility, and Inflation under Discretion and Asymmetric Information (1986)A Theory of Ambiguity, Credib…Estimation and Control of a Macroeconomic Model with Rational Expectations (1979)Estimation and Control of a M…Nobel Lecture: Inflation and Unemployment (1977)Nobel Lecture: Inflation and …Inflation and Economic Growth in Kenya: An Empirical Examination (2021)Inflation and Economic Growth…Predicting the long-term stock market volatility: A GARCH-MIDAS model with variable selection (2020)Predicting the long-term stoc…Does oil drive income inequality? New panel evidence (2020)Does oil drive income inequal…Consumer confidence as a GDP determinant in New EU Member States: a view from a time-varying perspective (2016)Consumer confidence as a GDP …Uncertainty and the employment dynamics of small and large businesses (2014)Uncertainty and the employmen…The impact of national fiscal rules on the stabilisation function of fiscal policy (2014)The impact of national fiscal…Does financial development volatility affect industrial growth volatility? (2013)Does financial development vo…Asymmetric and Time‐Varying Causality between Inflation and Inflation Uncertainty in G‐7 Countries (2013)Asymmetric and Time‐Varying C…Inflation uncertainty, growth uncertainty, oil prices, and output growth in the UK (2012)Inflation uncertainty, growth…Two to tangle: Financial development, political instability and economic growth in Argentina (2011)Two to tangle: Financial deve…Inflation, inflation uncertainty and output growth in the USA (2010)Inflation, inflation uncertai…NEGATIVE VOLATILITY SPILLOVERS IN THE UNRESTRICTED ECCC-GARCH MODEL (2009)NEGATIVE VOLATILITY SPILLOVER…A banking explanation of the US velocity of money: 1919–2004 (2009)A banking explanation of the …Modeling the volatility of real GDP growth: The case of Japan revisited (2008)Modeling the volatility of re…Inflation and inflation uncertainty: evidence from the Caribbean region (2008)Inflation and inflation uncer…The relationship between economic growth and real uncertainty in the G3 (2006)The relationship between econ…The Pricing of Options and Corporate Liabilities (1973)Generalized autoregressive conditional heteroskedasticity (1986)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Modeling and Forecasting Realized Volatility (2001)Stock market volatility, excess returns, and the role of investor sentiment (2002)Does Anything Beat 5-Minute RV? 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References

  • 1999The Science of Monetary Policy: A New Keynesian Perspective4,927 cited
  • 1995Multivariate Simultaneous Generalized ARCH4,510 cited
  • 1990Modelling the Coherence in Short-Run Nominal Exchange Rates: A Multivariate Generalized Arch Model3,519 cited
  • 1990Irreversibility, Uncertainty, and Investment2,456 cited
  • 1993Central Bank Independence and Macroeconomic Performance: Some Comparative Evidence1,830 cited
  • 1977Nobel Lecture: Inflation and Unemployment1,800 cited
  • 1986A Theory of Ambiguity, Credibility, and Inflation under Discretion and Asymmetric Information1,287 cited
  • 1994Chapter 49 Arch models880 cited
  • 1979Estimation and Control of a Macroeconomic Model with Rational Expectations628 cited
  • 1996Analysing inflation by the fractionally integrated ARFIMA-GARCH model557 cited
  • 1996A causality-in-variance test and its application to financial market prices520 cited
  • 1992Why does high inflation raise inflation uncertainty?462 cited
  • 2000The effects of real and nominal uncertainty on inflation and output growth: some garch-m evidence336 cited
  • 1998On inflation and inflation uncertainty in the G7 countries313 cited
  • 2001INFLATION AND ECONOMIC GROWTH: EVIDENCE FROM FOUR SOUTH ASIAN COUNTRIES

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283 cited
  • 2004The asymmetric effects of uncertainty on inflation and output growth264 cited
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    • 2020Predicting the long-term stock market volatility: A GARCH-MIDAS model with variable selection126 cited
    • 2008Inflation and inflation uncertainty: evidence from the Caribbean region115 cited
    • 2009NEGATIVE VOLATILITY SPILLOVERS IN THE UNRESTRICTED ECCC-GARCH MODEL111 cited
    • 2011Two to tangle: Financial development, political instability and economic growth in Argentina91 cited
    • 2014Uncertainty and the employment dynamics of small and large businesses76 cited
    • 2006The relationship between economic growth and real uncertainty in the G372 cited
    • 2014The impact of national fiscal rules on the stabilisation function of fiscal policy65 cited
    • 2021Inflation and Economic Growth in Kenya: An Empirical Examination50 cited
    • 2020Does oil drive income inequality? New panel evidence49 cited
    • 2008Modeling the volatility of real GDP growth: The case of Japan revisited45 cited
    • 2013Asymmetric and Time‐Varying Causality between Inflation and Inflation Uncertainty in G‐7 Countries42 cited
    • 2016Consumer confidence as a GDP determinant in New EU Member States: a view from a time-varying perspective35 cited
    • 2013Does financial development volatility affect industrial growth volatility?35 cited
    • 2012Inflation uncertainty, growth uncertainty, oil prices, and output growth in the UK35 cited
    • 2010Inflation, inflation uncertainty and output growth in the USA35 cited
    • 2009A banking explanation of the US velocity of money: 1919–200435 cited