Nothing Special   »   [go: up one dir, main page]
create a website
An Empirical Analysis of Dynamic Interrelationships Among Inflation, Inflation Uncertainty, Relative Price Dispersion, and Output Growth. (2002). Vitek, Francis.
In: Staff Working Papers.
RePEc:bca:bocawp:02-39.

Full description at Econpapers || Download paper

Cited: 6

Citations received by this document

Cites: 33

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Policy uncertainty in Japan. (2022). Davis, Steven ; Miake, Naoko ; Ito, Arata ; Arbatli, Elif C.
    In: Journal of the Japanese and International Economies.
    RePEc:eee:jjieco:v:64:y:2022:i:c:s0889158322000028.

    Full description at Econpapers || Download paper

  2. Policy Uncertainty In Japan. (2017). Davis, Steven ; Saito, Ikuo ; Miake, Naoko ; Arbatli, Elif C.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:23411.

    Full description at Econpapers || Download paper

  3. Inflation uncertainty, disagreement and monetary policy: Evidence from the ECB Survey of Professional Forecasters. (2016). Hartmann, Matthias ; Glas, Alexander.
    In: Annual Conference 2016 (Augsburg): Demographic Change.
    RePEc:zbw:vfsc16:145888.

    Full description at Econpapers || Download paper

  4. Inflation uncertainty, disagreement and monetary policy: Evidence from the ECB Survey of Professional Forecasters. (2016). Glas, Alexander ; Hartmann, Matthias .
    In: Working Papers.
    RePEc:awi:wpaper:0612.

    Full description at Econpapers || Download paper

  5. Inflation and Relative Price Dispersion in Canada: An Empirical Assessment. (2005). Binette, Andre ; Martel, Sylvain.
    In: Staff Working Papers.
    RePEc:bca:bocawp:05-28.

    Full description at Econpapers || Download paper

  6. Are Distorted Beliefs Too Good to be True?. (2003). Misina, Miroslav.
    In: Staff Working Papers.
    RePEc:bca:bocawp:03-4.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Ball, L. 1992. Why Does High Inflation Raise Inflation Uncertainty? Journal of Monetary Economics 29: 37188.

  2. Ball, L. and D. Romer. 1993. Inflation and the Informativeness of Prices. NBER Working Paper No. 4267.

  3. Barro, R. 1976. Rational Expectations and the Role of Monetary Policy. Journal of Monetary Economics 2: 132.

  4. Benabou, R. 1992. Inflation and Efficiency in Search Markets. Review of Economic Studies 59: 299329.

  5. Benabou, R. and R. Gertner. 1993. Search with Learning from Prices: Does Increased Inflation Uncertainty Lead to Higher Markups? Review of Economic Studies 60: 6994.

  6. Berndt, E., B. Hall, R. Hall, and J. Hausman. 1974. Estimation and Inference in Nonlinear Structural Models. Annals of Economic and Social Measurement 3: 65365.

  7. Bollerslev, T. 1986. Generalized Autoregressive Conditional Heteroscedasticity. Journal of Econometrics 31: 30727.

  8. Bollerslev, T. and J. Wooldridge. 1992. Quasi-Maximum Likelihood Estimation and Inference in Dynamic Models with Time-Varying Covariances. Econometric Reviews 11: 14372.
    Paper not yet in RePEc: Add citation now

  9. Brunner, A. and G. Hess. 1993. Are Higher Levels of Inflation Less Predictable? A State- Dependent Conditional Heteroscedasticity Approach. Journal of Business and Economic Statistics 11(2): 18797.

  10. Crawford, A. and M. Kasumovich. 1996. Does Inflation Uncertainty Vary with the Level of Inflation? Bank of Canada Working Paper No. 9.

  11. Diamond, P. 1993. Search, Sticky Prices and Inflation. Review of Economic Studies 60: 5369.

  12. Engle, R. 1982. Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of U.K. Inflation. Econometrica 50: 9871008.

  13. Friedman, M. 1977. Nobel Lecture: Inflation and Unemployment. Journal of Political Economy 85: 45172.

  14. Generalized ARCH Approach. Review of Economics and Statistics 72: 498505. Bollerslev, T., R. Engle, and J. Wooldridge. 1988. A Capital Asset Pricing Model with Time- Varying Covariances. Journal of Political Economy 96: 11631.

  15. Glosten, L., R. Jagannathan, and D. Runkle. 1993. On the Relation Between the Expected Value and the Volatility of the Nominal Excess Return on Stocks. Journal of Finance 48: 17791801.

  16. Granger, C. and T. Teräsvirta. 1993. Modelling Nonlinear Economic Relationships. Oxford University Press.
    Paper not yet in RePEc: Add citation now

  17. Grier, K. and M. Perry. 1996. Inflation, Inflation Uncertainty, and Relative Price Dispersion: Evidence from Bivariate GARCH-M Models. Journal of Monetary Economics 38: 391405.

  18. Hamilton, J. 1994. Time Series Analysis. Princeton University Press.
    Paper not yet in RePEc: Add citation now

  19. Harvey, A., E. Ruiz, and E. Sentana. 1992. Unobserved Component Time Series Models with ARCH Disturbances. Journal of Econometrics 52: 12957.

  20. Holland, S. 1993. Comments on Inflation Regimes and the Sources of Inflation Uncertainty. Journal of Money, Credit and Banking 25: 51420.
    Paper not yet in RePEc: Add citation now

  21. Jaramillo, C. 1999. Inflation and Relative Price Variability: Reinstating Parks Results. Journal of Money, Credit and Banking 31 (3): 37585.

  22. Jarque, C. and A. Bera. 1980. Efficient Tests for Normality, Homoskedasticity and Serial Dependence of Regression Residuals. Economics Letters 6: 25559.
    Paper not yet in RePEc: Add citation now

  23. Journal of International Money and Finance 17: 67189. ------. 2000. The Effects of Real and Nominal Uncertainty on Inflation and Output Growth: Some GARCH-M Evidence. Journal of Applied Econometrics 17: 4558.

  24. Kroner, K. and V. Ng. 1998. Modeling Asymmetric Comovements of Asset Returns. The Review of Financial Studies 11: 81744.

  25. Lin, W. 1997. Impulse Response Functions for Conditional Volatility in GARCH Models. Journal of Business and Economic Statistics 15: 114.

  26. Ljung, G. and G. Box. 1978. On a Measure of Lack of Fit in Time Series Models. Biometrika 65: 297303.
    Paper not yet in RePEc: Add citation now

  27. Lucas, R. 1972. Expectations and the Neutrality of Money. Journal of Economic Theory 4: 10324.

  28. Pagan, A. and A. Ullah. 1988. The Econometric Analysis of Models with Risk Terms. Journal of Applied Econometrics 3: 87105.

  29. Rotemberg, J. 1983. Aggregate Consequences of Fixed Costs of Price Adjustment. American Economic Review 73: 43336.
    Paper not yet in RePEc: Add citation now

  30. Sheshinski, E. and Y. Weiss. 1979. Inflation and Costs of Price Adjustment. Review of Economic Studies 54: 287303.

  31. Sheshinski, E. and Y. Weiss. 1983. Optimum Pricing Policy Under Stochastic Inflation. Review of Economic Studies 50: 51329.

  32. Sims, C. 1980. Macroeconomics and Reality. Econometrica 48: 148.

  33. Wold, H. 1938. A Study in the Analysis of Stationary Time Series. Almqvist and Wiksell.
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. When is Lower Inflation less Stable? Evidence from Eight Developing Economies. (2017). Karras, Georgios.
    In: Economia Internazionale / International Economics.
    RePEc:ris:ecoint:0807.

    Full description at Econpapers || Download paper

  2. The Stochastic Volatility in Mean Model with Time-Varying Parameters: An Application to Inflation Modeling. (2015). Chan, Joshua ; Joshua C. C. Chan, .
    In: CAMA Working Papers.
    RePEc:een:camaaa:2015-07.

    Full description at Econpapers || Download paper

  3. Investment Horizon and Repo in the Over-the-Counter Market. (2013). Weinstein, David ; Tomura, Hajime ; Watanabe, Tsutomu ; Handbury, Jessie.
    In: UTokyo Price Project Working Paper Series.
    RePEc:upd:utppwp:013.

    Full description at Econpapers || Download paper

  4. The inflation and inflation uncertainty relationship for Turkey: a dynamic framework. (2011). YILDIRIM, JULIDE ; Yalcin, Yeliz ; Berument, Hakan.
    In: Empirical Economics.
    RePEc:spr:empeco:v:41:y:2011:i:2:p:293-309.

    Full description at Econpapers || Download paper

  5. Does a threshold inflation rate exist? Quantile inferences for inflation and its variability. (2010). Miller, Stephen ; Yeh, Chih-Chuan ; Fang, WenShwo .
    In: Empirical Economics.
    RePEc:spr:empeco:v:39:y:2010:i:3:p:619-641.

    Full description at Econpapers || Download paper

  6. Regime-Shifts & Post-Float Inflation Dynamics In Australia. (2010). Karunaratne, Neil Dias ; Bhar, Ramprasad .
    In: Discussion Papers Series.
    RePEc:qld:uq2004:405.

    Full description at Econpapers || Download paper

  7. The links between inflation and inflation uncertainty at the longer horizon. (2010). Tsyplakov, Alexander.
    In: MPRA Paper.
    RePEc:pra:mprapa:26908.

    Full description at Econpapers || Download paper

  8. The relationship between inflation, output growth, and their uncertainties: Evidence from selected CEE countries. (2010). Omay, Tolga ; Hasanov, Mübariz.
    In: MPRA Paper.
    RePEc:pra:mprapa:23764.

    Full description at Econpapers || Download paper

  9. Análisis de cointegración y valores umbrales entre la inflación y el crecimiento económico en México: 1970-2007. (2010). Sánchez Carrera, Edgar ; Risso, Adrian W. ; Edgar J. Sanchez Carrera, .
    In: Ensayos Revista de Economia.
    RePEc:ere:journl:v:xxix:y:2010:i:2:p:77-98.

    Full description at Econpapers || Download paper

  10. Inflation and inflation uncertainty in the ASEAN-5 economies. (2010). Opiela, Timothy ; Jiranyakul, Komain.
    In: Journal of Asian Economics.
    RePEc:eee:asieco:v:21:y:2010:i:2:p:105-112.

    Full description at Econpapers || Download paper

  11. Does a Threshold Inflation Rate Exist? Quantile Inferences for Inflation and Its Variability. (2009). Miller, Stephen ; Fang, WenShwo ; Yeh, Chih-Chuan.
    In: Working papers.
    RePEc:uct:uconnp:2007-45.

    Full description at Econpapers || Download paper

  12. The relationship between output growth and inflation: Evidence from Turkey. (2009). Omay, Tolga ; Karadagli, Ece ; aluftekin, Nilay.
    In: MPRA Paper.
    RePEc:pra:mprapa:19953.

    Full description at Econpapers || Download paper

  13. Does a Threshold Inflation Rate Exist? Quantile Inferences for Inflation and Its Variability. (2009). Miller, Stephen ; Yeh, Chih-Chuan ; Fang, WenShwo .
    In: Working Papers.
    RePEc:nlv:wpaper:0921.

    Full description at Econpapers || Download paper

  14. Disagreement among Forecasters in G7 Countries. (2009). Slacalek, Jiri ; Fritsche, Ulrich ; Dovern, Jonas.
    In: Macroeconomics and Finance Series.
    RePEc:hep:macppr:200906.

    Full description at Econpapers || Download paper

  15. Central Banking and Monetary Policy in the Asia-Pacific. (2009). Hossain, Akhand Akhtar.
    In: Books.
    RePEc:elg:eebook:12777.

    Full description at Econpapers || Download paper

  16. Understanding the inflation-output nexus for China. (2009). Smyth, Russell ; Narayan, Seema.
    In: China Economic Review.
    RePEc:eee:chieco:v:20:y:2009:i:1:p:82-90.

    Full description at Econpapers || Download paper

  17. Explaining Output Volatility: The Case of Taxation. (2009). Posch, Olaf.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_2751.

    Full description at Econpapers || Download paper

  18. Inflation Expectations and Inflation Uncertainty in the Eurozone: Evidence from Survey Data. (2008). Lemmen, Jan ; Arnold, Ivo.
    In: Review of World Economics (Weltwirtschaftliches Archiv).
    RePEc:spr:weltar:v:144:y:2008:i:2:p:325-346.

    Full description at Econpapers || Download paper

  19. The Friedmans and Mishkins Hypotheses (Re)Considered. (2008). Maveyraud, Samuel ; Bordes, Christian.
    In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
    RePEc:hal:cesptp:hal-00308571.

    Full description at Econpapers || Download paper

  20. The TIPS yield curve and inflation compensation. (2008). Wright, Jonathan ; Gürkaynak, Refet ; Sack, Brian ; Gurkaynak, Refet S..
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2008-05.

    Full description at Econpapers || Download paper

  21. INFLATIONARY EXPECTATIONS IN ETHIOPIA: SOME PRELIMINARY RESULTS. (2008). Loening, Josef ; TAKADA, Hideki.
    In: Applied Econometrics and International Development.
    RePEc:eaa:aeinde:v:8:y:2008:i:2_13.

    Full description at Econpapers || Download paper

  22. A Multivariate Perspective for Modeling and Forecasting Inflations Conditional Mean and Variance. (2007). Capasso, Marco.
    In: LEM Papers Series.
    RePEc:ssa:lemwps:2007/21.

    Full description at Econpapers || Download paper

  23. Monetary Policy, Regime Shifts, and Inflation Uncertainty in Peru (1949-2006). (2007). Tuesta, Vicente ; Humala, Alberto ; Castillo, Paul.
    In: Working Papers.
    RePEc:rbp:wpaper:2007-005.

    Full description at Econpapers || Download paper

  24. Inflation, inflation uncertainty, and Markov regime switching heteroskedasticity: Evidence from European countries. (2007). Fountas, Stilianos ; Bredin, Don.
    In: Money Macro and Finance (MMF) Research Group Conference 2006.
    RePEc:mmf:mmfc06:125.

    Full description at Econpapers || Download paper

  25. Inflation and Inflation Uncertainty in Latvia. (2007). Ajevskis, Viktors.
    In: Working Papers.
    RePEc:ltv:wpaper:200704.

    Full description at Econpapers || Download paper

  26. Testing for Rate-Dependence and Asymmetry in Inflation Uncertainty:Evidence from the G7 Economies. (2006). Suardi, Sandy ; Olekalns, Nilss ; Henry, Ólan.
    In: Department of Economics - Working Papers Series.
    RePEc:mlb:wpaper:959.

    Full description at Econpapers || Download paper

  27. Modelling multi-period inflation uncertainty using a panel of density forecasts. (2006). Lahiri, Kajal ; Liu, Fushang .
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:21:y:2006:i:8:p:1199-1219.

    Full description at Econpapers || Download paper

  28. The EURO and Inflation Uncertainty In The EMU. (2006). Kontonikas, Alexandros ; Coporale, Guglielmo maria.
    In: Working Papers.
    RePEc:gla:glaewp:2005_13.

    Full description at Econpapers || Download paper

  29. Sources of Economic Growth in Indonesia, 1966-2003. (2006). Hossain, Akhand.
    In: Applied Econometrics and International Development.
    RePEc:eaa:aeinde:v:6:y:2006:i:2_13.

    Full description at Econpapers || Download paper

  30. The Euro and Inflation Uncertainty in the European Monetary Union. (2006). Kontonikas, Alexandros ; Caporale, Guglielmo Maria.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_1842.

    Full description at Econpapers || Download paper

  31. Inflation Expectations and Inflation Uncertainty in the Eurozone: Evidence from Survey Data. (2006). Lemmen, Jan ; Arnold, Ivo.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_1667.

    Full description at Econpapers || Download paper

  32. Empirical analysis on the real effects of inflation and exchange rate uncertainty: The case of Colombia. (2005). Ruiz, Isabel.
    In: International Finance.
    RePEc:wpa:wuwpif:0511006.

    Full description at Econpapers || Download paper

  33. Can fear beat hope? A story of GARCH-in-Mean-Level effects for Emerging Market Country Risks. (2005). Une, Maurício ; Portugal, Marcelo Savino.
    In: Econometrics.
    RePEc:wpa:wuwpem:0509006.

    Full description at Econpapers || Download paper

  34. ARCH models for multi-period forecast uncertainty-a reality check using a panel of density forecasts. (2005). Lahiri, Kajal ; Liu, Fushang .
    In: MPRA Paper.
    RePEc:pra:mprapa:21693.

    Full description at Econpapers || Download paper

  35. Granger-Causality Between Inflation, Money Growth, Currency Devaluation and Economic Growth in Indonesia, 1951-2002. (2005). Hossain, Akhand.
    In: International Journal of Applied Econometrics and Quantitative Studies.
    RePEc:eaa:ijaeqs:v:2:y2005:i:3_4.

    Full description at Econpapers || Download paper

  36. Is a Monetary Union a Never-Ending Story?. (2005). Menoncin, Francesco ; Tronzano, Marco.
    In: Revue économique.
    RePEc:cai:recosp:reco_561_0025.

    Full description at Econpapers || Download paper

  37. Does Inflation Harm Economic Growth in Jordan?. An Econometric Analysis for the Period 1970-2000.. (2004). Sweidan, Osama.
    In: International Journal of Applied Econometrics and Quantitative Studies.
    RePEc:eaa:ijaeqs:v:1:y2004:i:1_9.

    Full description at Econpapers || Download paper

  38. Macroeconomic Uncertainty and Sectoral Output Performance: Empirical Evidence from Greece. (2004). Katrakilidis, Constantinos ; Tabakis, Nikolaos .
    In: Agricultural Economics Review.
    RePEc:ags:aergaa:26446.

    Full description at Econpapers || Download paper

  39. The relationship between inflation and different sources of inflation uncertainty in Turkey. (2003). Telatar, Funda.
    In: Applied Economics Letters.
    RePEc:taf:apeclt:v:10:y:2003:i:7:p:431-435.

    Full description at Econpapers || Download paper

  40. An Empirical Analysis of Dynamic Interrelationships Among Inflation, Inflation Uncertainty, Relative Price Dispersion, and Output Growth. (2002). Vitek, Francis.
    In: Staff Working Papers.
    RePEc:bca:bocawp:02-39.

    Full description at Econpapers || Download paper

  41. A GARCH Model of Inflation and Inflation Uncertainty with Simultaneous Feedback. (2000). Karanasos, Menelaos ; Karanassou, Marika ; Fountas, Stilianos.
    In: Discussion Papers.
    RePEc:yor:yorken:00/24.

    Full description at Econpapers || Download paper

  42. The effects of real and nominal uncertainty on inflation and output growth: some garch-m evidence. (2000). Grier, Kevin ; Perry, Mark J..
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:15:y:2000:i:1:p:45-58.

    Full description at Econpapers || Download paper

  43. The relation between the level and uncertainty of inflation. (1998). Ruiz, Esther ; Lorenzo, Fernando.
    In: Documentos de Trabajo (working papers).
    RePEc:ude:wpaper:0698.

    Full description at Econpapers || Download paper

  44. The Benefits of Low Inflation: Taking Shock A nickel aint worth a dime any more [Yogi Berra]. (1998). O'Reilly, B..
    In: Technical Reports.
    RePEc:bca:bocatr:83.

    Full description at Econpapers || Download paper

  45. A Markov-switching Model of Inflation in Australia. (1996). Simon, John.
    In: RBA Research Discussion Papers.
    RePEc:rba:rbardp:rdp9611.

    Full description at Econpapers || Download paper

  46. Does Inflation Uncertainty Vary with the Level of Inflation?. (1996). Crawford, A ; Kasumovich, M.
    In: Staff Working Papers.
    RePEc:bca:bocawp:96-09.

    Full description at Econpapers || Download paper

  47. Targeting inflation in the 1990s: recent challenges. (1995). Willis, Jonathan ; Freeman, Richard T..
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:525.

    Full description at Econpapers || Download paper

  48. Inflation and Wage Indexation in the Postwar U.S.. (1994). Holland, Steven.
    In: Macroeconomics.
    RePEc:wpa:wuwpma:9402001.

    Full description at Econpapers || Download paper

  49. Inflation targeting in the 1990s: the experiences of New Zealand, Canada, and the United Kingdom. (1994). Ammer, John ; Freeman, Richard T..
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:473.

    Full description at Econpapers || Download paper

  50. Testing for Rate-Dependence and Asymmetry in Inflation Uncertainty: Evidence from the G7 Economies. (). Suardi, Sandy ; Olekalns, Nilss ; Henry, Ólan.
    In: MRG Discussion Paper Series.
    RePEc:qld:uqmrg6:03.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2024-11-28 23:35:13 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.