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The relationship between inflation and inflation uncertainty in the UK: 1885–1998
14 references·16 citing·38 second hop
The relationship between inflation and inflation uncertainty in the UK: 1885–1998 (2001)The relationship between inflation and in…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…Inflation and Unemployment (1995)Inflation and UnemploymentWhy does high inflation raise inflation uncertainty? (1992)Why does high inflation raise…Discovering the Link Between Inflation Rates and Inflation Uncertainty (1991)Discovering the Link Between …Inflation and Uncertainty at Short and Long Horizons (1990)Inflation and Uncertainty at …Generalized autoregressive conditional heteroskedasticity (1986)Generalized autoregressive co…A Theory of Ambiguity, Credibility, and Inflation under Discretion and Asymmetric Information (1986)A Theory of Ambiguity, Credib…Estimates of the Variance of U. S. Inflation Based upon the ARCH Model (1983)Estimates of the Variance of …Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Autoregressive Conditional He…Towards an understanding of the costs of inflation: II (1981)Towards an understanding of t…Differential Inflationary Expectations and the Variability of the Rate of Inflation: Theory and Evidence (1979)Differential Inflationary Exp…Nobel Lecture: Inflation and Unemployment (1977)Nobel Lecture: Inflation and …The Mirage of Steady Inflation (1971)The Mirage of Steady InflationInflation expectations, volatility and Covid-19: evidence from the US inflation swap rates (2020)Inflation expectations, volat…A review on impact of inflation on economic growth in Nepal (2020)A review on impact of inflati…The Relationship between Inflation and Inflation Uncertainty: Evidence from the Turkish Economy (2012)The Relationship between Infl…The impacts of regime-switching structures and fat-tailed characteristics on the relationship between inflation and inflation uncertainty (2012)The impacts of regime-switchi…Macroeconomic uncertainty, inflation and growth: Regime-dependent effects in the G7 (2012)Macroeconomic uncertainty, in…DYNAMICS OF INFLATION, OUTPUT GROWTH AND THEIR UNCERTAINTY IN THE UK: AN EMPIRICAL ANALYSIS (2010)DYNAMICS OF INFLATION, OUTPUT…Inflation targeting and the inflation-inflation uncertainty relationship: evidence from Thailand (2008)Inflation targeting and the i…Inflation and inflation uncertainty in Turkey (2008)Inflation and inflation uncer…The Relationship between Inflation and Inflation Uncertainty in Emerging Market Economies (2007)The Relationship between Infl…Inflation and inflation uncertainty in Argentina, 1810–2005 (2007)Inflation and inflation uncer…Evidence of a nonlinear relationship between inflation and inflation uncertainty: The case of the four little dragons (2007)Evidence of a nonlinear relat…The links between inflation, inflation uncertainty and output growth: New time series evidence from Japan (2006)The links between inflation, …Testing for rate dependence and asymmetry in inflation uncertainty: Evidence from the G7 economies (2006)Testing for rate dependence a…Re-examining inflation and inflation uncertainty in developed and emerging countries (2005)Re-examining inflation and in…On the inflation-uncertainty hypothesis in the USA, Japan and the UK: a dual long memory approach (2004)On the inflation-uncertainty …The relationship between inflation and different sources of inflation uncertainty in Turkey (2003)The relationship between infl…The General Theory of Employment, Interest and Money. 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this work references cited by second hop

References

  • 1986Generalized autoregressive conditional heteroskedasticity22,329 cited
  • 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation20,684 cited
  • 1977Nobel Lecture: Inflation and Unemployment1,800 cited
  • 1986A Theory of Ambiguity, Credibility, and Inflation under Discretion and Asymmetric Information1,287 cited
  • 1995Inflation and Unemployment771 cited
  • 1996Analysing inflation by the fractionally integrated ARFIMA-GARCH model557 cited
  • 1983Estimates of the Variance of U. S. Inflation Based upon the ARCH Model462 cited
  • 1992Why does high inflation raise inflation uncertainty?462 cited
  • 1971The Mirage of Steady Inflation331 cited
  • 1990Inflation and Uncertainty at Short and Long Horizons313 cited
  • 1998On inflation and inflation uncertainty in the G7 countries313 cited
  • 1981Towards an understanding of the costs of inflation: II284 cited
  • 1979Differential Inflationary Expectations and the Variability of the Rate of Inflation: Theory and Evidence189 cited
  • 1991Discovering the Link Between Inflation Rates and Inflation Uncertainty176 cited

Cited by

  • 2005Re-examining inflation and inflation uncertainty in developed and emerging countries

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110 cited
  • 2004On the inflation-uncertainty hypothesis in the USA, Japan and the UK: a dual long memory approach106 cited
  • 2006The links between inflation, inflation uncertainty and output growth: New time series evidence from Japan101 cited
  • 2007The Relationship between Inflation and Inflation Uncertainty in Emerging Market Economies81 cited
  • 2007Inflation and inflation uncertainty in Argentina, 1810–200547 cited
  • 2020Inflation expectations, volatility and Covid-19: evidence from the US inflation swap rates46 cited
  • 2012Macroeconomic uncertainty, inflation and growth: Regime-dependent effects in the G740 cited
  • 2007Evidence of a nonlinear relationship between inflation and inflation uncertainty: The case of the four little dragons33 cited
  • 2003The relationship between inflation and different sources of inflation uncertainty in Turkey29 cited
  • 2010DYNAMICS OF INFLATION, OUTPUT GROWTH AND THEIR UNCERTAINTY IN THE UK: AN EMPIRICAL ANALYSIS26 cited
  • 2008Inflation and inflation uncertainty in Turkey24 cited
  • 2012The Relationship between Inflation and Inflation Uncertainty: Evidence from the Turkish Economy24 cited
  • 2020A review on impact of inflation on economic growth in Nepal23 cited
  • 2012The impacts of regime-switching structures and fat-tailed characteristics on the relationship between inflation and inflation uncertainty21 cited
  • 2006Testing for rate dependence and asymmetry in inflation uncertainty: Evidence from the G7 economies21 cited
  • 2008Inflation targeting and the inflation-inflation uncertainty relationship: evidence from Thailand21 cited