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A GARCH model of inflation and inflation uncertainty with simultaneous feedback

Fountas, Stilianos; Karanasos, Menelaos; Karanassou, Marika - 2000

Persistent link: https://www.econbiz.de/10001488602

A GARCH model of inflation and inflation uncertainty with simultaneous feedback

Fountas, Stilianos; Karanasos, Menelaos; Karanassou, Marika - 2000

Persistent link: https://www.econbiz.de/10001520927

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

Financial volatility modeling with option-implied information and important macro-factors

Yfanti, Stavroula; Karanasos, Menelaos - In: Journal of the Operational Research Society 73 (2022) 9, pp. 2129-2149

Persistent link: https://www.econbiz.de/10013532426

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