The Relation Between the Level and Uncertainty of Inflation.

This paper focus on the problems faced in the empirical investigation of the relation between the level and volatility of inflation. Monthly inflation series seem to be affected by both the presence of outliers and conditional heteroscedasticity.

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Year of publication:	1998
Authors:	Ruiz, E. ; Lorenzo, F.
Subject:	INFLATION \| VOLATILITY \| UNCERTAINTY

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Type of publication:	Book / Working Paper
Notes:	20 pages
Classification:	E31 - Price Level; Inflation; Deflation
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005487148