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The Effect of Inflation on Inflation Uncertainty in the G7 Countries: A Double Threshold GARCH Model
16 references·1 citing·37 second hop
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References

  • 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
  • 1986Generalized autoregressive conditional heteroskedasticity22,329 cited
  • 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation20,684 cited
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  • 2000Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory*4,631 cited
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  • 1977Nobel Lecture: Inflation and Unemployment1,800 cited
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  • 1990Testing for a Unit Root in a Time Series With a Changing Mean1,180 cited
  • 1999Has the U.S. Economy Become More Stable? A Bayesian Approach Based on a Markov-Switching Model of the Business Cycle1,174 cited
  • 1998Additional Tests for a Unit Root Allowing for a Break in the Trend Function at an Unknown Time656 cited

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  • 1996Evidence on Structural Instability in Macroeconomic Time Series Relations617 cited
  • 2003The quest for prosperity without inflation616 cited
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    • 2020The negative side of inflation targeting: revisiting inflation uncertainty in the EMU10 cited