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Inflation, Inflation Uncertainty, and a Common European Monetary Policy
(National University of Ireland, Galway, 2001)
The relationship between inflation and inflation uncertainty is investigated in six European Union countries for the period 1960 to 1999. EGARCH models are used to generate a measure of inflation uncertainty and then Granger ...
Inflation, Inflation Uncertainty, and a Common European Monetary Policy
(National University of Ireland, Galway, 2001)
The relationship between inflation and inflation uncertainty is investigated in six European Union countries for the period 1960 to 1999. EGARCH models are used to generate a measure of inflation uncertainty and then Granger ...
Inflation and Output Growth Uncertainty and their Relationship with Inflation and Output Growth
(National University of Ireland, Galway, 2001)
Using a bivariate GARCH model of inflation and output growth we find evidence that higher inflation and more inflation uncertainty lead to lower output growth in the Japanese economy. These results support the argument of ...