메뉴 건너뛰기




Volumn 74, Issue 1, 2001, Pages 77-83

The relationship between inflation and inflation uncertainty in the UK: 1885-1998

Author keywords

C22; Conditional variance; E31; Inflation; Inflation uncertainty

Indexed keywords


EID: 0035624362     PISSN: 01651765     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0165-1765(01)00522-5     Document Type: Article
Times cited : (71)

References (16)
  • 1
    • 21344432533 scopus 로고    scopus 로고
    • Analyzing inflation by the fractionally integrated ARFIMA-GARCH model
    • Baillie R., Chung C.-F., Tieslau M. Analyzing inflation by the fractionally integrated ARFIMA-GARCH model. Journal of Applied Econometrics. 11:1996;23-40.
    • (1996) Journal of Applied Econometrics , vol.11 , pp. 23-40
    • Baillie, R.1    Chung, C.-F.2    Tieslau, M.3
  • 2
    • 38249016136 scopus 로고
    • Why does high inflation raise inflation uncertainty?
    • Ball L. Why does high inflation raise inflation uncertainty? Journal of Monetary Economics. 29:1992;371-388.
    • (1992) Journal of Monetary Economics , vol.29 , pp. 371-388
    • Ball, L.1
  • 4
    • 42449156579 scopus 로고
    • Generalized autoregressive conditional heteroskedasticity
    • Bollerslev T. Generalized autoregressive conditional heteroskedasticity. Journal of Econometrics. 31:1986;307-327.
    • (1986) Journal of Econometrics , vol.31 , pp. 307-327
    • Bollerslev, T.1
  • 5
    • 0001224089 scopus 로고
    • Estimates of the variance of US inflation based upon the ARCH model
    • Cosimano T., Jansen D. Estimates of the variance of US inflation based upon the ARCH model. Journal of Money, Credit and Banking. 20:1988;409-421.
    • (1988) Journal of Money, Credit and Banking , vol.20 , pp. 409-421
    • Cosimano, T.1    Jansen, D.2
  • 6
    • 84977402535 scopus 로고
    • Differential inflationary expectations and the variability of the rate of inflation
    • Cukierman A., Wachtel P. Differential inflationary expectations and the variability of the rate of inflation. American Economic Review. 1979;595-609.
    • (1979) American Economic Review , pp. 595-609
    • Cukierman, A.1    Wachtel, P.2
  • 7
    • 0034417627 scopus 로고    scopus 로고
    • The level and uncertainty of inflation: Results from OECD forecasts
    • Davis G., Kanago B. The level and uncertainty of inflation: results from OECD forecasts. Economic Inquiry. 38:2000;58-72.
    • (2000) Economic Inquiry , vol.38 , pp. 58-72
    • Davis, G.1    Kanago, B.2
  • 8
    • 0000051984 scopus 로고
    • Autoregressive conditional heteroskedasticity with estimates of the variance of UK inflation
    • Engle R. Autoregressive conditional heteroskedasticity with estimates of the variance of UK inflation. Econometrica. 50:1982;987-1008.
    • (1982) Econometrica , vol.50 , pp. 987-1008
    • Engle, R.1
  • 9
    • 0001005120 scopus 로고
    • Estimates of the variance of US inflation based upon the ARCH model
    • Engle R. Estimates of the variance of US inflation based upon the ARCH model. Journal of Money, Credit and Banking. 15:1983;286-301.
    • (1983) Journal of Money, Credit and Banking , vol.15 , pp. 286-301
    • Engle, R.1
  • 10
    • 0000352140 scopus 로고
    • Discovering the link between the inflation rate and inflation uncertainty
    • Evans M. Discovering the link between the inflation rate and inflation uncertainty. Journal of Money, Credit and Banking. 23:1991;169-184.
    • (1991) Journal of Money, Credit and Banking , vol.23 , pp. 169-184
    • Evans, M.1
  • 12
    • 0041370667 scopus 로고    scopus 로고
    • A GARCH model of inflation and inflation uncertainty with simultaneous feedback
    • Department of Economics, University of York, UK.
    • Fountas, S., Karanasos, M., Karanassou, M., 2000. A GARCH model of inflation and inflation uncertainty with simultaneous feedback. Working Paper No. 2000/24, Department of Economics, University of York, UK.
    • (2000) Working Paper No. 2000/24
    • Fountas, S.1    Karanasos, M.2    Karanassou, M.3
  • 14


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.