Jha, Raghbendra; Kulkarni, Varsha S. - Crawford School of Public Policy, Australian National … - 2012
This paper amends the New Keynesian Phillips curve model to include inflation volatility and tests the determinants of such volatility for India. It provides results on the determinants of inflation volatility and expected inflation volatility for OLS and ARDL (1,1) models and for change in...
