Browsing Economics by Subject "GARCH models"

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    • Inflation, Inflation Uncertainty, and a Common European Monetary Policy 

      Fountas, Stilianos (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 ...