Showing 1 - 10 of 11
Persistent link: https://www.econbiz.de/10009269858
Persistent link: https://www.econbiz.de/10010234879
Persistent link: https://www.econbiz.de/10009747313
Persistent link: https://www.econbiz.de/10009724135
Persistent link: https://www.econbiz.de/10008935437
Persistent link: https://www.econbiz.de/10009538217
Persistent link: https://www.econbiz.de/10003801962
Persistent link: https://www.econbiz.de/10003749775
Persistent link: https://www.econbiz.de/10011849618
This study examines the dynamic relationship between monthly inflation and inflation uncertainty in Japan, the US and the UK by employing linear and nonlinear Granger causality tests for the 1957:01-2006:10 period. Using a generalised autoregressive conditional heteroskedasticity (GARCH) model...
Persistent link: https://www.econbiz.de/10014175586