Time-frequency relationship between inflation and inflation uncertainty for the U.S. : evidence from historical data
by Claudiu Tiberiu Albulescu (Politehnica University of Timisoara), Aviral Kumar Tiwari (IBS Hyderabad, IFHE University), Stephen M. Miller (University of Nevada, Las Vegas), Rangan Gupta (University of Pretoria)
| Year of publication: |
September 2016
|
|---|---|
| Authors: | Albulescu, Claudiu Tiberiu ; Tiwari, Aviral Kumar ; Miller, Stephen M. ; Gupta, Rangan |
| Publisher: |
Storrs, CT : University of Connecticut, Department of Economics |
| Subject: | historical inflation rate | uncertainty | continuous wavelet transform | bounded series | U.S. | Inflation | USA | United States | Risiko | Risk | Inflationsrate | Inflation rate | Zeitreihenanalyse | Time series analysis | Inflationserwartung | Inflation expectations | Zustandsraummodell | State space model | Schätzung | Estimation | ARCH-Modell | ARCH model |