Now showing items 1-6 of 6
Inflation and inflation uncertainty: a dynamic framework
(Elsevier BV, 2012)
This paper aims to investigate the direct relationship between inflation and inflation uncertainty by employing a dynamic method for the monthly country-region-place United States data for the time period 1976-2007. While ...
The inflation and inflation uncertainty relationship for Turkey: a dynamic framework
This article assesses the interaction between inflation and inflation uncertainty in a dynamic framework for Turkey by using monthly data for the time period 1984-2009. The bulk of previous studies investigating the link ...
The effect of inflation uncertainty on inflation: stochastic volatility in mean model within a dynamic framework
(Elsevier BV, 2009)
This paper investigates the effect of inflation uncertainty innovations on inflation over time by considering the monthly United States data for the time period 1976-2006. In order to investigate the effect of inflation ...
The effects of different inflation risk premiums on interest rate spreads
(Elsevier BV, 2004)
This paper analyzes how the different types of inflation uncertainty affect a set of interest rate spreads for the UK. Three types of inflation uncertainty - structural uncertainty, impulse uncertainty, and steady-state ...
Public sector pricing behavior and inflation risk premium in Turkey
Turkey has had a high level of inflation since the mid-1970s. Governments use various fiscal and monetary policy tools to control inflation. In addition to these tools, governments also attempt to control inflation by ...
Inflation and inflation uncertainty in the G-7 countries
(Elsevier BV, 2005)
This study examines the relationship between inflation and inflation uncertainty in the G-7 countries for the period from 1957 to 2001. The causality between the inflation and inflation uncertainty is tested by using the ...