Seasonal patterns of inflation uncertainty for the US economy: an EGARCH model results

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buir.contributor.authorBerument, Hakan
dc.citation.epage22en_US
dc.citation.issueNumber1-2en_US
dc.citation.spage7en_US
dc.citation.volumeNumber8en_US
dc.contributor.authorBerument, Hakanen_US
dc.contributor.authorKose, N.en_US
dc.contributor.authorSahin, A.en_US
dc.date.accessioned2019-02-13T08:08:06Z
dc.date.available2019-02-13T08:08:06Z
dc.date.issued2010en_US
dc.departmentDepartment of Economicsen_US
dc.description.abstractThe purpose of this paper is to assess the seasonal inflation uncertainties for a big open economy, the US, for the period from January 1947 to April 2008. The paper uses EGARCH model which includes volatility in the conditional mean equation capturing the short-term and long-term volatility forecasts and leverage effects. The results indicate that seasonal inflation uncertainty increases in January, April and September and decreases in May, June, July and August.en_US
dc.description.provenanceSubmitted by Zeynep Aykut (zeynepay@bilkent.edu.tr) on 2019-02-13T08:08:06Z No. of bitstreams: 1 Seasonal_patterns_of_inflation_uncertainty_for_the_US_economy_an_EGARCH_model_results.pdf: 3072094 bytes, checksum: c10b89f69b1f4f430508ac3e2842c56f (MD5)en
dc.description.provenanceMade available in DSpace on 2019-02-13T08:08:06Z (GMT). No. of bitstreams: 1 Seasonal_patterns_of_inflation_uncertainty_for_the_US_economy_an_EGARCH_model_results.pdf: 3072094 bytes, checksum: c10b89f69b1f4f430508ac3e2842c56f (MD5) Previous issue date: 2010en
dc.identifier.issn0972-9291
dc.identifier.urihttp://hdl.handle.net/11693/49386
dc.language.isoEnglishen_US
dc.publisherIUP Publicationsen_US
dc.source.titleThe IUP Journal of Monetary Economicsen_US
dc.subjectInflationen_US
dc.subjectEGARCH modelen_US
dc.subjectUS economyen_US
dc.titleSeasonal patterns of inflation uncertainty for the US economy: an EGARCH model resultsen_US
dc.typeArticleen_US

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