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Inflation and output growth uncertainty and their relationship with inflation and output growth

Fountas, Stilianos; Karanasos, Menelaos; Kim, Jinki - In: Economics letters 75 (2002) 3, pp. 293-301

Persistent link: https://www.econbiz.de/10001667162

On the inflation-uncertainty hypothesis in the USA, Japan and the UK : a dual long memory approach

Conrad, C.; Karanasos, Menelaos - In: Japan and the world economy : international journal of … 17 (2005) 3, pp. 327-343

Persistent link: https://www.econbiz.de/10003057328

Modeling the Link between US Inflation and Output : The Importance of the Uncertainty Channel

Conrad, Christian - 2014

This paper employs an augmented version of the UECCC GARCH specification proposed in Conrad and Karanasos (2010) which allows for lagged in-mean effects, level effects as well as asymmetries in the conditional variances. In this unified framework we examine the twelve potential intertemporal...

Persistent link: https://www.econbiz.de/10013068979

The link between macroeconomic performance and variability in the UK

Conrad, Christian; Karanasos, Menelaos; Zeng, Ning - In: Economics letters 106 (2010) 3, pp. 154-157

Persistent link: https://www.econbiz.de/10003952043

Conditional heteroskedasticity in macroeconomics data : UK inflation, output growth and their uncertainties

Karanasos, Menelaos; Zeng, Ning - In: Handbook of research methods and applications in …, (pp. 266-288). 2013

Persistent link: https://www.econbiz.de/10010206786

Modeling the link between US inflation and output : the importance of the uncertainty channel

Conrad, Christian; Karanasos, Menelaos - 2010

Persistent link: https://www.econbiz.de/10008758143

Modeling the link between US inflation, output and their variabilities

Conrad, Christian; Karanasos, Menelaos - 2010 - Preliminary first draft, February 2010

Persistent link: https://www.econbiz.de/10008933811

Dual long memory in flation dynamics across countries of the Euro area and the link between inflation uncertainty and macroeconomic performance

Conrad, Christian (contributor); … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 9 (2005) 4, pp. 1-36

Persistent link: https://www.econbiz.de/10003284319

Modeling volatility spillovers between the variabilities of US inflation and output : the UECCC GARCH model

Conrad, Christian; Karanasos, Menelaos - 2008

This paper employs the unrestricted extended constant conditional correlation GARCH specification proposed in Conrad and Karanasos (2008) to examine the intertemporal relationship between the uncertainties of inflation and output growth in the US. We find that inflation uncertainty effects...

Persistent link: https://www.econbiz.de/10003770689

Inflation, output growth, and nominal and real uncertainty : empirical evidence for the G7

Fountas, Stilianos; Karanasos, Menelaos - In: Journal of international money and finance 26 (2007) 2, pp. 229-250

Persistent link: https://www.econbiz.de/10003429334