indicator for inflation uncertainty. Moreover, the idiosyncratic component of survey disagreement contains systematic …Any measure of unobserved inflation uncertainty relies on specific assumptions which are most likely not fulfilled … that higher inflation is followed by higher uncertainty. By contrast, we obtain contradictory results for the individual …

indicator for inflation uncertainty. Moreover, the idiosyncratic component of survey disagreement contains systematic …Any measure of unobserved inflation uncertainty relies on specific assumptions which are most likely not fulfilled … that higher inflation is followed by higher uncertainty. By contrast, we obtain contradictory results for the individual …

This paper estimates a time-varying AR-GARCH model of inflation producing measures of inflation uncertainty for the … policy regime change associated with the start of EMU in 1999. The main findings are as follows. Steady-state inflation and … inflation uncertainty have declined steadily since the inception of EMU, whilst short-run uncertainty has increased, mainly …

This paper estimates a time-varying AR-GARCH model of inflation producing measures of inflation uncertainty for the … change associated with the start of EMU in 1999. The main findings are as follows. Steadystate inflation and inflation … can achieve lower inflation uncertainty by lowering the inflation rate. …

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 Conditional Heteroskedasticity- (GARCH) type model. Subsequently, inflation and …