Is the relationship between inflation and its uncertainty linear?

German Economic Review

Volumn 9, Issue 3, 2008, Pages 265-286

  Karanasos, Menelaos ^a   Schurer, Stefanie ^b  

^a BRUNEL UNIVERSITY   (United Kingdom)

^b Ruhr Graduate School in Economics   (Germany)

Author keywords

GARCH in mean; Inflation; Level effect; Nominal uncertainty; Power transformation

Indexed keywords

DATA SET; HYPOTHESIS TESTING; INFLATION; MODELING; SENSITIVITY ANALYSIS; UNCERTAINTY ANALYSIS;

BENELUX; CENTRAL EUROPE; EURASIA; EUROPE; GERMANY; NETHERLANDS; NORTHERN EUROPE; SCANDINAVIA; SWEDEN; WESTERN EUROPE;

EID: 48649110230     PISSN: 14656485     EISSN: 14680475     Source Type: Journal    
DOI: 10.1111/j.1468-0475.2008.00433.x     Document Type: Article

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