Inflation targeting in Latin America: Empirical analysis using GARCH modelsCarmen Broto2011-03-08articleEconomic Modelling36 citationsgreenNo readable copy stored yet — this record is metadata only.Monetary Policy and Economic ImpactFinancial Risk and Volatility ModelingMarket Dynamics and VolatilityAbstractNo abstract was published for this record.Citations in this libraryStored only when both papers are in the corpus — 36 citations exist upstream.References1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation1977Nobel Lecture: Inflation and Unemployment2007Why Has U.S. Inflation Become Harder to Forecast?1990Persistence in Variance, Structural Change, and the GARCH Model1994Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance1999Volatility in Emerging Stock Markets1995All in the family Nesting symmetric and asymmetric GARCH models1989The Message in Daily Exchange Rates: A Conditional-Variance TaleCited by2012Exchange rate misalignment and inflation rate persistence: Evidence from Latin American countries2013Inflation Targeting and Financial Stability: A Perspective from the Developing World2022The Effect of Inflation Targeting (IT) Policy on the Inflation Uncertainty and Economic Growth in Selected African and European Countries2008Term structure and the estimated monetary policy rule in the Eurozone