Guler, B.Ozlale, U.2016-02-082016-02-0820050378-4371http://hdl.handle.net/11693/24126After two types of inflation uncertainty are derived within a time-varying parameter model with GARCH specification, the relationship between inflation uncertainty and interest rates for safe assets is investigated. The results support the existence of a "flight to quality" effect. © 2004 Elsevier B.V. All rights reserved.EnglishFlight to quality effectGeneralized auto-regressive conditional heteroskedasticityKalman filterEconomic and social effectsError analysisImpulse testingKalman filteringParameter estimationRisk managementRobustness (control systems)Inflation risk premiumTime varying networksIs there a flight to quality due to inflation uncertainty?Article10.1016/j.physa.2004.07.0381873-2119