More evidence concerning the relationship between high and variable inflation: a more general approach

This study, employs an extended EGARCH-M model and finds further support for the hypothesis that both inflation and deflation increase uncertainty about price movements.

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Year of publication:	1999
Authors:	Balcombe, Kelvin
Published in:	Applied Economics Letters. - Taylor & Francis Journals, ISSN 1350-4851. - Vol. 6.1999, 1, p. 59-61
Publisher:	Taylor & Francis Journals

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Extent:	text/html
Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005471390