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Bidirectional linkage between inflation and inflation uncertainty : the case of Eastern European countries

Živkov, Dejan; Njegic, Jovan; Pecanac, Marko - In: Baltic journal of economics 14 (2014) 1/2, pp. 124-139

This paper explores bidirectional linkage between inflation and its uncertainty by observing monthly data of 11 Eastern European countries. The methodological approach comprises two steps. First, inflation uncertainty series have been created by choosing an optimal Generalized Autoregressive...

Persistent link: https://www.econbiz.de/10011890489

Multiscale interdependence between economic policy uncertainty and industrial production of Central and Eastern European countries

Živkov, Dejan; Manić, Slavica; Đurašković, Jasmina; … - In: Acta oeconomica : periodical of the Hungarian Academy … 73 (2023) 3, pp. 365-381

Persistent link: https://www.econbiz.de/10014430799

The effect of oil price uncertainty on industrial production in the major European economies - methodologies based on the Bayesian approach

Živkov, Dejan; Damnjanović, Jelena; Đurasković, Jasmina - In: Finance a úvěr 70 (2020) 6, pp. 566-588

Persistent link: https://www.econbiz.de/10012581933

Measuring downside risk in portfolios with Bitcoin

Živkov, Dejan; Manić, Slavica; Đurašković, Jasmina; … - In: Finance a úvěr 71 (2021) 2, pp. 178-200

Persistent link: https://www.econbiz.de/10012703788

Bidirectional nexus between inflation and inflation uncertainty in the Asian emerging markets : the GARCH-in-Mean approach

Živkov, Dejan; Manić, Slavica; Durašković, Jasmina; … - In: Finance a úvěr 69 (2019) 6, pp. 580-599

Persistent link: https://www.econbiz.de/10012303239

Measuring the effects of inflation and inflation uncertainty on output growth in the Central and Eastern European countries

Živkov, Dejan; Kovačević, Jelena; … - In: Baltic journal of economics 20 (2020) 2, pp. 218-242

This paper investigates how inflation and its uncertainty impact GDP growth in eight Central and Eastern European Countries. Inflation uncertainty series are created examining several GARCH models in combination with three different distribution functions, while the nonlinear effect of inflation...

Persistent link: https://www.econbiz.de/10012487908

Inflation uncertainty and output growth : evidence from the Asia-Pacific countries based on the multiscale Bayesian quantile inference

Živkov, Dejan; Gajić-Glamočlija, Marina; … - In: Finance a úvěr 70 (2020) 5, pp. 461-486

Persistent link: https://www.econbiz.de/10012483368

How to reduce extreme risk of the US tourism indices? : minimum-CVaR portfolio approach

Živkov, Dejan; Kovačevič-Berlekovič, Bojana; … - In: Finance a úvěr 73 (2023) 1, pp. 81-103

Persistent link: https://www.econbiz.de/10014249185

How does oil price uncertainty affect output in the Central and Eastern European economies? : the Bayesian-based approaches

Živkov, Dejan; Đurašković, Jasmina - In: Applied economic analysis : AEA 31 (2023) 91, pp. 39-54

Persistent link: https://www.econbiz.de/10014249456

Multiscale tail risk interdependence between precious metals

Živkov, Dejan; Gajić-Glamočlija, Marina; Ercegovac, … - In: Finance a úvěr 73 (2023) 4, pp. 392-412

Persistent link: https://www.econbiz.de/10014485252