A GARCH model of inflation and inflation uncertainty with simultaneous feedback

GARCH volatility models

Riyait, N
Alexander, C.
Sussex Univ., Brighton (United Kingdom). International Economics Research Centre

January 1992

Available from British Library Document Supply Centre- DSC:3597.85232(SU-IERC-DP--13/92) / BLDSC - B...

Monetary policy, nominal interest rates, and long-horizon inflation uncertainty

Wright, S.
Cambridge Univ. (United Kingdom). Dept. of Applied Economics

January 1998

SIGLEAvailable from British Library Document Supply Centre-DSC:3509.880(9820) / BLDSC - British Libr...

Construction and forecasting performance of varying coefficient inflation models for the UK and China

Song, H

January 1992

SIGLEAvailable from British Library Document Supply Centre- DSC:DX174682 / BLDSC - British Library D...

A GARCH model of inflation and inflation uncertainty with simultaneous feedback

Fountas, S.
Karanasos, M.
Karanassou, M.
Queen Mary and Westfield Coll., London (United Kingdom). Dept. of Economics

January 2000

SIGLEAvailable from British Library Document Supply Centre-DSC:6392.9259(no 414) / BLDSC - British L...

A two-factor model of inflation uncertainty and the evidence

Wang, P.
University of Manchester Inst. of Science and Technology (United Kingdom). Manchester School of Management

January 1998

SIGLEAvailable from British Library Document Supply Centre-DSC:9349.7139(9801) / BLDSC - British Lib...

Inflation, inflation uncertainty, and a common European monetary policy

Fountas, S.
Ioannidis, A.
Karanasos, M.
National Univ. of Ireland, Galway (Ireland). Dept. of Economics

January 2001

SIGLEAvailable from British Library Document Supply Centre-DSC:9349.8137(no 54) / BLDSC - British Li...

A nonlinear model of inflation and hyperinflation

Roberts, M.A
Essex Univ., Colchester (United Kingdom). Dept. of Economics

January 1990

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.973(EU-DE-DPS--374) / BLDSC - B...

Inflation and output growth uncertainty and their relationship with inflation and output growth

Kim, J.
Karanasos, M.
Fountas, S.
National Univ. of Ireland, Galway (Ireland). Dept. of Economics

January 2001

SIGLEAvailable from British Library Document Supply Centre-DSC:9349.8137(no 53) / BLDSC - British Li...

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

Fountas, S.
National Univ. of Ireland, Galway (Ireland). Dept. of Economics

January 2000

SIGLEAvailable from British Library Document Supply Centre-DSC:9349.8137(no 48) / BLDSC - British Li...

Inflation dynamics in a new Keynesian model

Wren-Lewis, S.
Ireland, J.
Strathclyde Univ., Glasgow (United Kingdom). International Centre for Macroeconomic Modelling

January 1994

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.36425(no 24) / BLDSC - British L...

Model uncertainty, the Lucas Critique and robustness in a core inflation model

Kemball-Cook, D
London Business School (LBS) (United Kingdom). Centre for Economic Forecasting

January 1989

Available from British Library Document Supply Centre- DSC:3597.3895(CEF-DP--06-89) / BLDSC - Britis...

Measures of inflation uncertainty A cautionary note

Batchelor, R.
Dua, P.
City Univ., London (United Kingdom). Dept. of Banking and Finance

January 1990

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.95126(81) / BLDSC - British Libr...

The impact of inflation and uncertainty on the optimum price set by firms

Russell, B.
Evans, J.
Preston, B.
Dundee Univ. (United Kingdom). Dept. of Economic Studies

January 1997

SIGLEAvailable from British Library Document Supply Centre-DSC:3631.125105(84) / BLDSC - British Lib...

How uncertain are the welfare costs of inflation?

Bakhshi, H.
Martin, B.
Yates, T.
Bank of England, London (United Kingdom)

January 2002

SIGLEAvailable from British Library Document Supply Centre-DSC:9350.8308(no 152) / BLDSC - British L...

Inflation and inflation uncertainty in the United Kingdom: Evidence from GARCH modelling

Kontonikas, A

January 2000

This paper examines the relationship between inflation-uncertainty and the impact of inflation targ...

GARCH volatility models

Riyait, N
Alexander, C.
Sussex Univ., Brighton (United Kingdom). International Economics Research Centre

January 1992

Available from British Library Document Supply Centre- DSC:3597.85232(SU-IERC-DP--13/92) / BLDSC - B...

Monetary policy, nominal interest rates, and long-horizon inflation uncertainty

Wright, S.
Cambridge Univ. (United Kingdom). Dept. of Applied Economics

January 1998

SIGLEAvailable from British Library Document Supply Centre-DSC:3509.880(9820) / BLDSC - British Libr...

Construction and forecasting performance of varying coefficient inflation models for the UK and China

Song, H

January 1992

SIGLEAvailable from British Library Document Supply Centre- DSC:DX174682 / BLDSC - British Library D...

A GARCH model of inflation and inflation uncertainty with simultaneous feedback

Fountas, S.
Karanasos, M.
Karanassou, M.
Queen Mary and Westfield Coll., London (United Kingdom). Dept. of Economics

January 2000

SIGLEAvailable from British Library Document Supply Centre-DSC:6392.9259(no 414) / BLDSC - British L...

A two-factor model of inflation uncertainty and the evidence

Wang, P.
University of Manchester Inst. of Science and Technology (United Kingdom). Manchester School of Management

January 1998

SIGLEAvailable from British Library Document Supply Centre-DSC:9349.7139(9801) / BLDSC - British Lib...

Inflation, inflation uncertainty, and a common European monetary policy

Fountas, S.
Ioannidis, A.
Karanasos, M.
National Univ. of Ireland, Galway (Ireland). Dept. of Economics

January 2001

SIGLEAvailable from British Library Document Supply Centre-DSC:9349.8137(no 54) / BLDSC - British Li...

A nonlinear model of inflation and hyperinflation

Roberts, M.A
Essex Univ., Colchester (United Kingdom). Dept. of Economics

January 1990

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.973(EU-DE-DPS--374) / BLDSC - B...

Inflation and output growth uncertainty and their relationship with inflation and output growth

Kim, J.
Karanasos, M.
Fountas, S.
National Univ. of Ireland, Galway (Ireland). Dept. of Economics

January 2001

SIGLEAvailable from British Library Document Supply Centre-DSC:9349.8137(no 53) / BLDSC - British Li...

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

Fountas, S.
National Univ. of Ireland, Galway (Ireland). Dept. of Economics

January 2000

SIGLEAvailable from British Library Document Supply Centre-DSC:9349.8137(no 48) / BLDSC - British Li...

Inflation dynamics in a new Keynesian model

Wren-Lewis, S.
Ireland, J.
Strathclyde Univ., Glasgow (United Kingdom). International Centre for Macroeconomic Modelling

January 1994

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.36425(no 24) / BLDSC - British L...

Model uncertainty, the Lucas Critique and robustness in a core inflation model

Kemball-Cook, D
London Business School (LBS) (United Kingdom). Centre for Economic Forecasting

January 1989

Available from British Library Document Supply Centre- DSC:3597.3895(CEF-DP--06-89) / BLDSC - Britis...

Measures of inflation uncertainty A cautionary note

Batchelor, R.
Dua, P.
City Univ., London (United Kingdom). Dept. of Banking and Finance

January 1990

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.95126(81) / BLDSC - British Libr...

The impact of inflation and uncertainty on the optimum price set by firms

Russell, B.
Evans, J.
Preston, B.
Dundee Univ. (United Kingdom). Dept. of Economic Studies

January 1997

SIGLEAvailable from British Library Document Supply Centre-DSC:3631.125105(84) / BLDSC - British Lib...

How uncertain are the welfare costs of inflation?

Bakhshi, H.
Martin, B.
Yates, T.
Bank of England, London (United Kingdom)

January 2002

SIGLEAvailable from British Library Document Supply Centre-DSC:9350.8308(no 152) / BLDSC - British L...

Inflation and inflation uncertainty in the United Kingdom: Evidence from GARCH modelling

Kontonikas, A

January 2000

This paper examines the relationship between inflation-uncertainty and the impact of inflation targ...

GARCH volatility models

Riyait, N
Alexander, C.
Sussex Univ., Brighton (United Kingdom). International Economics Research Centre

January 1992

Available from British Library Document Supply Centre- DSC:3597.85232(SU-IERC-DP--13/92) / BLDSC - B...

Monetary policy, nominal interest rates, and long-horizon inflation uncertainty

Wright, S.
Cambridge Univ. (United Kingdom). Dept. of Applied Economics

January 1998

SIGLEAvailable from British Library Document Supply Centre-DSC:3509.880(9820) / BLDSC - British Libr...

Construction and forecasting performance of varying coefficient inflation models for the UK and China

Song, H

January 1992

SIGLEAvailable from British Library Document Supply Centre- DSC:DX174682 / BLDSC - British Library D...

A GARCH model of inflation and inflation uncertainty with simultaneous feedback

Abstract

Extracted data

A GARCH model of inflation and inflation uncertainty with simultaneous feedback

Abstract

Extracted data

Related items

Related items