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

DOI10.1016/j.econlet.2005.05.024zbMath1254.91649OpenAlexW1970483839MaRDI QIDQ1928688

Benito Sanchez, Elton Daal, Atsuyuki Naka

Publication date: 3 January 2013

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://scholarworks.uno.edu/cgi/viewcontent.cgi?article=1025&context=econ_wp

zbMATH Keywords

Granger causalityinflation uncertaintyasymmetric power GARCH

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Economic time series analysis (91B84) Macroeconomic theory (monetary models, models of taxation) (91B64) Economic models of real-world systems (e.g., electricity markets, etc.) (91B74)

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Cites Work

• Inflation, output growth, volatility and causality: evidence from panel data and the G7 countries
• The relationship between inflation and inflation uncertainty in the UK: 1885--1998
• Relationship between inflation rate and inflation uncertainty.