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Volumn 62, Issue 1, 1999, Pages 63-67

The inflation and output variability tradeoff: Evidence from a Garch model

Author keywords

C5; Conditional variance; E3; E5; GARCH; Tradeoff

Indexed keywords


EID: 0033484018     PISSN: 01651765     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0165-1765(98)00212-2     Document Type: Article
Times cited : (21)

References (9)
  • 1
    • 70349218800 scopus 로고
    • Quasi maximum likelihood estimation of dynamic models with time varying covariance
    • Bollerslev T., Wooldridge J. Quasi maximum likelihood estimation of dynamic models with time varying covariance. Econometric Review. 11:1992;143-172.
    • (1992) Econometric Review , vol.11 , pp. 143-172
    • Bollerslev, T.1    Wooldridge, J.2
  • 3
    • 0001005120 scopus 로고
    • Estimates of the variance of U.S. inflation based upon the arch model
    • Engle R.F. Estimates of the variance of U.S. inflation based upon the arch model. Journal of Money, Credit, and Banking. 15:1983;266-301.
    • (1983) Journal of Money, Credit, and Banking , vol.15 , pp. 266-301
    • Engle, R.F.1
  • 4
    • 84974122247 scopus 로고
    • Multivariate simultaneous generalized ARCH
    • Engle R.F., Kroner K.F. Multivariate simultaneous generalized ARCH. Econometric Theory. 11:1995;122-150.
    • (1995) Econometric Theory , vol.11 , pp. 122-150
    • Engle, R.F.1    Kroner, K.F.2
  • 5
    • 0031506389 scopus 로고    scopus 로고
    • Inflation/output variance trade-offs and optimal monetary policy
    • Fuhrer J.C. Inflation/output variance trade-offs and optimal monetary policy. Journal of Money, Credit, and Banking. 29:1997;214-234.
    • (1997) Journal of Money, Credit, and Banking , vol.29 , pp. 214-234
    • Fuhrer, J.C.1
  • 7
    • 84875289072 scopus 로고    scopus 로고
    • Should monetary policy focus on "core" inflation?
    • Federal Reserve Bank of San Francisco, Number 97-11
    • Motley, B., 1997. Should monetary policy focus on "core" inflation? Economic Letter, Federal Reserve Bank of San Francisco, Number 97-11.
    • (1997) Economic Letter
    • Motley, B.1
  • 9
    • 0006543992 scopus 로고
    • The inflation/output variability trade-off revisited
    • In: Goals, Guidelines and Constraints Facing Monetary Policymakers
    • Taylor, J.B., 1994. The inflation/output variability trade-off revisited. In: Goals, Guidelines and Constraints Facing Monetary Policymakers. Federal Reserve Bank of Boston Conference Series No. 38, pp. 21-38.
    • (1994) Federal Reserve Bank of Boston Conference Series , vol.38 , pp. 21-38
    • Taylor, J.B.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.