Reassessing the inflation uncertainty‐inflation relationship in the tails

DOI10.1111/BOER.12263zbMath1504.91198OpenAlexW3097467729MaRDI QIDQ5870202

Panagiotis Konstantinou, Theodore Panagiotidis, Georgios Bampinas

Publication date: 6 January 2023

Published in: Bulletin of Economic Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/boer.12263

zbMATH Keywords

asymmetryinflationinflation uncertaintycross-quantilogrambeta-\(t\)-EGARCH

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Statistics of extreme values; tail inference (62G32) Statistical methods; economic indices and measures (91B82)

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