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The effect of inflation uncertainty on inflation: Stochastic volatility in mean model within a dynamic framework. (2009). YILDIRIM, JULIDE ; Yalcin, Yeliz ; Berument, Hakan.
In: Economic Modelling.
RePEc:eee:ecmode:v:26:y:2009:i:6:p:1201-1207.

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  1. Stochastic Volatility in Mean: Efficient Analysis by a Generalized Mixture Sampler. (2024). Omori, Yasuhiro ; Chib, Siddhartha ; Hiraki, Daichi.
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  2. Wavelet-L2E Stochastic Volatility Models: an Application to the Water-Energy Nexus. (2023). Ensor, Katherine B ; Raath, Kim C.
    In: Sankhya B: The Indian Journal of Statistics.
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  3. The Link Between Output Growth and Output Growth Volatility: Barbados. (2023). Agbeyegbe, Terence D.
    In: Annals of Data Science.
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  4. Central bank independence and inflation volatility in developing countries. (2023). Rodriguez, Cesar ; Garriga, Ana Carolina.
    In: Economic Analysis and Policy.
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  5. ECB communication as a stabilization and coordination device: evidence from ex-ante inflation uncertainty. (2021). Fernandes, Cecilia Melo.
    In: Working Paper Series.
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  6. The causal linkage between inflation and inflation uncertainty under structural breaks: Evidence from Turkey. (2021). Üçler, Gülbahar ; Bulut, Umit ; Apergis, Nicholas ; Ozsahin, Serife.
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  7. Reassessing the inflation uncertainty?inflation relationship in the tails. (2021). Panagiotidis, Theodore ; Konstantinou, Panagiotis ; Bampinas, Georgios.
    In: Bulletin of Economic Research.
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  8. Causal Relationships between Inflation and Inflation Uncertainty. (2020). Barnett, William ; Ftiti, Zied ; Jawadi, Fredj.
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  9. Causal Relationships Between Inflation and Inflation Uncertainty. (2020). Barnett, William ; Ftiti, Zied ; Jawadi, Fredj.
    In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS.
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  10. Inflation, uncertainty and labor market conditions in the US. (2020). Albulescu, Claudiu ; Oros, Cornel.
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  11. Causal relationships between inflation and inflation uncertainty. (2020). JAWADI, Fredj ; Barnett, William ; William, Barnett ; ZIED, FTITI .
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  12. Measuring international uncertainty using global vector autoregressions with drifting parameters. (2019). Pfarrhofer, Michael.
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  13. Forecasting Inflation Uncertainty in the United States and Euro Area. (2019). Ftiti, Zied ; JAWADI, Fredj.
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  14. Has the 2008 financial crisis and its aftermath changed the impact of inflation on inflation uncertainty in member states of the european monetary union?. (2019). Nonejad, Nima.
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  15. Measuring international uncertainty using global vector autoregressions with drifting parameters. (2019). Pfarrhofer, Michael.
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  17. Measuring Inflation Expectations Uncertainty Using High‐Frequency Data. (2018). Chan, Joshua ; Song, Yong.
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  18. Spillover Effects of Real and Nominal Uncertainties in India. (2018). Ramachandran, M ; Sethu, Raja S ; Balaji, B.
    In: Journal of Quantitative Economics.
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  19. The Causal Relationships between Inflation and Inflation Uncertainty. (2018). JAWADI, Fredj ; Barnett, William ; Ftiti, Zied.
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  20. The Causal Relationships between Inflation and Inflation Uncertainty. (2018). JAWADI, Fredj ; Barnett, William ; Ftiti, Zied.
    In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS.
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  21. Modeling volatility dynamics using non-Gaussian stochastic volatility model based on band matrix routine. (2018). Liu, Xi-Hua ; Gong, Xiao-Li ; Zhuang, Xin-Tian ; Xiong, Xiong.
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  22. INFLATION AND INFLATION UNCERTAINTY IN LATIN AMERICA: A TIME-VARYING STOCHASTIC VOLATILITY IN MEAN APPROACH. (2018). Ferreira, Diego ; Palma, Andreza Aparecida.
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  25. The relationship between Output Uncertainty and Economic Growth-Evidence from India. (2017). Ramachandran, M ; Durai, Raja Sethu ; Sethudurai, Raja ; Bathmanaban, Balaji.
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  26. The Dynamics Between Inflation and Inflation Uncertainty: Evidence from India. (2016). Ramachandran, M ; Sethu, Raja S ; Balaji, B.
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  27. The Evolving Transmission of Uncertainty Shocks in the United Kingdom. (2016). mumtaz, haroon.
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  28. The Stochastic Volatility in Mean Model with Time-Varying Parameters: An Application to Inflation Modeling. (2015). Chan, Joshua ; Joshua C. C. Chan, .
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  31. Risk and Uncertainty: Macroeconomic Perspective. (2014). Makarova, Svetlana.
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  38. Inflation and Inflation Volatility Revisited. (2012). Lin, Shu-Chin ; Kim, Dong-Hyeon.
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  39. The Growth-Volatility Relationship: New Evidence Based on Stochastic Volatility in Mean Models. (2010). Lemoine, Matthieu ; Mougin, C..
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    In: Energy Economics.
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