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Persistent link: https://www.econbiz.de/10011960844
Purpose The purpose of this paper is to evaluate whether the effect of inflation uncertainty on inflation has changed over time in Latin America. Design/methodology/approach The authors use a stochastic volatility in mean (SVM) model with time-varying parameters (TVP) as proposed by Chan (2017)....
Persistent link: https://www.econbiz.de/10014864172