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Volumn 85, Issue 2, 2004, Pages 271-277

Permanent and temporary inflation uncertainty and investment in the United States

Author keywords

Investment; Markov switching; Permanent and temporary uncertainty

Indexed keywords


EID: 4544275638     PISSN: 01651765     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.econlet.2004.04.015     Document Type: Article
Times cited : (40)

References (13)
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    • Panel estimation of the impact of exchange rate uncertainty on investment in the major industrial countries
    • National Institute Discussion Paper #208
    • Byrne J.P. Davis E.P. Panel estimation of the impact of exchange rate uncertainty on investment in the major industrial countries 2001 National Institute Discussion Paper #208
    • (2001)
    • Byrne, J.P.1    Davis, E.P.2
  • 3
    • 0036662040 scopus 로고    scopus 로고
    • Short- and long-run price level uncertainty under different monetary policy regimes: An international comparison
    • Chadha J.S. Sarno L. Short- and long-run price level uncertainty under different monetary policy regimes: an international comparison Oxford Bulletin of Economics and Statistics 64 2002 183-212
    • (2002) Oxford Bulletin of Economics and Statistics , vol.64 , pp. 183-212
    • Chadha, J.S.1    Sarno, L.2
  • 6
    • 0000352140 scopus 로고
    • Discovering the link between inflation rates and inflation uncertainty
    • Evans M. Discovering the link between inflation rates and inflation uncertainty Journal of Money Credit and Banking 23 2 1991 169-184
    • (1991) Journal of Money Credit and Banking , vol.23 , Issue.2 , pp. 169-184
    • Evans, M.1
  • 7
    • 0001339668 scopus 로고
    • The effect of price and cost uncertainty on investment
    • Hartman R. The effect of price and cost uncertainty on investment Journal of Economic Theory 5 1972 258-266
    • (1972) Journal of Economic Theory , vol.5 , pp. 258-266
    • Hartman, R.1
  • 8
    • 21144478136 scopus 로고
    • Unobserved-component time series models with Markov-switching heteroscedasticity: Changes in regime and the link between inflation rates and inflation uncertainty
    • Kim C.-J. Unobserved-component time series models with Markov-switching heteroscedasticity: changes in regime and the link between inflation rates and inflation uncertainty Journal of Business Economics and Statistics 11 1993 341-350
    • (1993) Journal of Business Economics and Statistics , vol.11 , pp. 341-350
    • Kim, C.-J.1
  • 10
    • 0030544384 scopus 로고    scopus 로고
    • The effects of uncertainty on investment: Some stylised facts
    • Leahy J. Whited T. The effects of uncertainty on investment: some stylised facts Journal of Money Credit and Banking 28 1996 64-83
    • (1996) Journal of Money Credit and Banking , vol.28 , pp. 64-83
    • Leahy, J.1    Whited, T.2
  • 11
    • 0036679102 scopus 로고    scopus 로고
    • Persistent and transitory shocks, learning and investment dynamics
    • Moore B. Schaller L. Persistent and transitory shocks, learning and investment dynamics Journal of Money Credit and Banking 34 3 2002 650-677
    • (2002) Journal of Money Credit and Banking , vol.34 , Issue.3 , pp. 650-677
    • Moore, B.1    Schaller, L.2
  • 13


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.