The dynamics between inflation and inflation uncertainty : evidence from India
B. Balaji, S. Raja Sethu Durai, M. Ramachandran
| Year of publication: |
June 2016
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|---|---|
| Authors: | Balaji, B. ; Durai S., Raja Sethu ; Ramachandran, Marudarajan |
| Published in: |
Journal of quantitative economics : official journal of the Indian Econometric Society. - Dordrecht : Springer Science + Business Media, ISSN 0971-1554, ZDB-ID 1235170-2. - Vol. 14.2016, 1, p. 1-14
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| Subject: | Inflation | Inflation uncertainty | GARCH models | Stochastic Volatility models | Multiple structural breaks | ARCH-Modell | ARCH model | Indien | India | Volatilität | Volatility | Risiko | Risk | Strukturbruch | Structural break | Inflationserwartung | Inflation expectations | Schätzung | Estimation | Kausalanalyse | Causality analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s40953-015-0027-y [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011639820