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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
(Routledge, 2003)
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 ...
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 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 inflation and inflation uncertainty relationship for Turkey: a dynamic framework
(Springer, 2011)
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 ...