Temporal Ordering of Inflation and Inflation Uncertainty : Evidence from the United Kingdom

The positive relationship between inflation and inflation uncertainty is well supported by empirical evidence in the literature. However, this does not answer the question of whether the inflation causes the inflation uncertainty and vice versa or both in the Granger sense. The empirical evidence provided from the United Kingdom suggests that inflation and inflation uncertainty cause each other for the monthly data from 1962:02 to 2002:09

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Year of publication:	2018
Authors:	Berument, Hakan
Other Persons:	Yuksel, Mutlu (contributor)
Publisher:	[2018]: [S.l.] : SSRN
Subject:	Großbritannien \| United Kingdom \| Inflation \| Inflationserwartung \| Inflation expectations \| Risiko \| Risk \| ARCH-Modell \| ARCH model
Description of contents:	Abstract [papers.ssrn.com]