Dual Long Memory in Inflation Dynamics across Countries of the Euro Area and the Link between Inflation Uncertainty and Macroeconomic Performance

DOI10.2202/1558-3708.1147zbMath1081.91574OpenAlexW2000091037MaRDI QIDQ3368402

Christian Conrad, Menelaos Karanasos

Publication date: 27 January 2006

Published in: Studies in Nonlinear Dynamics & Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2202/1558-3708.1147

zbMATH Keywords

inflation uncertaintyEuro areaGranger-causality testsdual long memoryCentral bank independencemonetary policy.

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64)

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