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Volumn 31, Issue 12, 1999, Pages 1531-1539

Relative price variability and inflation uncertainty - the UK case

Author keywords

[No Author keywords available]

Indexed keywords

GROSS DOMESTIC PRODUCT; INFLATION; NATIONAL TRADE; PRICE DYNAMICS;

EID: 0033400394     PISSN: 00036846     EISSN: None     Source Type: Journal    
DOI: 10.1080/000368499323058     Document Type: Article
Times cited : (2)

References (17)
  • 1
    • 38249016136 scopus 로고
    • Why does high inflation raise inflation uncertainty?
    • Ball, L. (1992) Why does high inflation raise inflation uncertainty?, Journal of Monetary Economics, 29, 371-88.
    • (1992) Journal of Monetary Economics , vol.29 , pp. 371-388
    • Ball, L.1
  • 3
    • 0001306015 scopus 로고
    • Stationarity of GARCH processes and some nonnegative time series
    • Bougerol, P. and Picard, N. (1992) Stationarity of GARCH processes and some nonnegative time series, Journal of Econometrics, 52, 115-27.
    • (1992) Journal of Econometrics , vol.52 , pp. 115-127
    • Bougerol, P.1    Picard, N.2
  • 4
    • 84952171426 scopus 로고
    • Are higher levels of inflation less predictable? A state-dependent conditional heteroscedasticity approach
    • Brunner, A. D. and Hess, G. D. (1993) Are higher levels of inflation less predictable? A state-dependent conditional heteroscedasticity approach, Journal of Business & Economic Stratistics, 11, 187-97.
    • (1993) Journal of Business & Economic Stratistics , vol.11 , pp. 187-197
    • Brunner, A.D.1    Hess, G.D.2
  • 5
    • 85036258669 scopus 로고
    • Distribution of the estimators for autoregressvie time series with a unit root
    • Dickey, D. A. and Fuller, W. A. (1979) Distribution of the estimators for autoregressvie time series with a unit root, Journal of the American Statistical Association, 74, 427-31.
    • (1979) Journal of the American Statistical Association , vol.74 , pp. 427-431
    • Dickey, D.A.1    Fuller, W.A.2
  • 6
    • 0000013567 scopus 로고
    • Autoregressive conditonal heteroskedasticity with estimates of the variance of UK inflation
    • Engle, R. F. (1982) Autoregressive conditonal heteroskedasticity with estimates of the variance of UK inflation, Econometrica, 50, 286-301.
    • (1982) Econometrica , vol.50 , pp. 286-301
    • Engle, R.F.1
  • 11
    • 84981579311 scopus 로고
    • Maximum likelihood estimation and inference on cointegration - With applications to the demand for money
    • Johansen, S. and Juselius, K. (1990) Maximum likelihood estimation and inference on cointegration - with applications to the demand for money, Oxford Bulletin of Economics and Statistics, 52, 169-210.
    • (1990) Oxford Bulletin of Economics and Statistics , vol.52 , pp. 169-210
    • Johansen, S.1    Juselius, K.2
  • 12
    • 34247480179 scopus 로고
    • Testing the null hypothesis of stationarity against the alternative of a unit root: How sure are we that economic time series have a unit root?
    • Kwiatkowski, D., Phillips, P. C. B., Schimidt, P. and Shin, Y. (1992) Testing the null hypothesis of stationarity against the alternative of a unit root: how sure are we that economic time series have a unit root? Journal of Econometrics, 54, 159-78.
    • (1992) Journal of Econometrics , vol.54 , pp. 159-178
    • Kwiatkowski, D.1    Phillips, P.C.B.2    Schimidt, P.3    Shin, Y.4
  • 13
    • 0000631178 scopus 로고
    • A note with quantiles of the asymptotic distribution of the maximum likelihood cointegration rank test statistics
    • Osterwald-Lenum, M. (1992) A note with quantiles of the asymptotic distribution of the maximum likelihood cointegration rank test statistics, Oxford Bulletin of Economics and Statistics, 54, 461-72.
    • (1992) Oxford Bulletin of Economics and Statistics , vol.54 , pp. 461-472
    • Osterwald-Lenum, M.1
  • 16
    • 84972091517 scopus 로고
    • Stationarity and persistence in the GARCH(1,1) model
    • Nelson, D. B. (1990) Stationarity and persistence in the GARCH(1,1) model, Econometric Theory, 6, 318-34.
    • (1990) Econometric Theory , vol.6 , pp. 318-334
    • Nelson, D.B.1
  • 17
    • 0011606939 scopus 로고
    • Threshold ARCH models and asymmetries in volatility
    • Pesaran, M. and Potter, S. M. (eds) John Wiley & Sons Ltd.
    • Rabemananjara, R. and Zakoian, J. M. (1993) Threshold ARCH models and asymmetries in volatility, in Pesaran, M. and Potter, S. M. (eds) Nonlinear Dynamics, Chaos and Econometrics, John Wiley & Sons Ltd.
    • (1993) Nonlinear Dynamics, Chaos and Econometrics
    • Rabemananjara, R.1    Zakoian, J.M.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.