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monthly data in the USA, Japan and the UK for the period 1962-2001 to examine the relationship between inflation and inflation … uncertainty affects inflation in Japan and the UK but not in the same manner. The results from Japan support the Cukierman …We use parametric models of long memory in both the conditional mean and the conditional variance of inflation and …
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This study examines the dynamic relationship between monthly inflation and inflation uncertainty in Japan, the US and … significant impact, except for Japan, nonparametric estimates show that inflation uncertainty raises average inflation in all … autoregressive conditional heteroskedasticity (GARCH) model to generate a measure of inflation uncertainty, the empirical evidence …
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This study examines the dynamic relationship between monthly inflation and inflation uncertainty in Japan, the US and … significant impact, except for Japan, nonparametric estimates show that inflation uncertainty raises average inflation in all … autoregressive conditional heteroskedasticity (GARCH) model to generate a measure of inflation uncertainty, the empirical evidence …
Persistent link: https://www.econbiz.de/10013106168