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Differential Inflationary Expectations and the Variability of the Rate of Inflation: Theory and Evidence

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Author Info
Cukierman, Alex
Wachtel, Paul

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Article provided by American Economic Association in its journal American Economic Review.

Volume (Year): 69 (1979)
Issue (Month): 4 (September)
Pages: 595-609
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Handle: RePEc:aea:aecrev:v:69:y:1979:i:4:p:595-609

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  2. A. Steven Holland, 1984. "Does higher inflation lead to more uncertain inflation?," Review, Federal Reserve Bank of St. Louis, issue Feb, pages 15-26. [Downloadable!]
  3. Robert Rich & Joseph Tracy, 2003. "Modeling uncertainty: predictive accuracy as a proxy for predictive confidence," Staff Reports 161, Federal Reserve Bank of New York. [Downloadable!]
  4. Olivier Coibion & Yuriy Gorodnichenko, 2008. "What Can Survey Forecasts Tell Us About Informational Rigidities?," NBER Working Papers 14586, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  5. Kalvinder Shields & Nilss Olekalns & Ólan T. Henry & Chris Brooks, 2003. "Measuring the Response of Macroeconomic Uncertainty to Shocks," Department of Economics - Working Papers Series 870, The University of Melbourne. [Downloadable!]
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  6. da Silva Filho, Tito Nícias Teixeira, 2005. "Is There Too Much Certainty When Measuring Uncertainty," MPRA Paper 16383, University Library of Munich, Germany. [Downloadable!]
  7. Mankiw, N. Gregory & Reis, Ricardo & Wolfers, Justin, 2003. "Disagreement about Inflation Expectations," Research Papers 1807, Stanford University, Graduate School of Business. [Downloadable!]
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  8. Carlos Capistrán & Allan Timmermann, 2008. "Disagreement and Biases in Inflation Expectations," CREATES Research Papers 2008-56, School of Economics and Management, University of Aarhus. [Downloadable!]
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  9. Douglas W. Mitchell, 1981. "Determinants of Inflation Uncertainty," Eastern Economic Journal, Eastern Economic Association, vol. 7(2), pages 111-117, Apr-Jun. [Downloadable!]
  10. Pilar Poncela & Eva Senra, 2006. "A two factor model to combine US inflation forecasts," Applied Economics, Taylor and Francis Journals, vol. 38(18), pages 2191-2197, October. [Downloadable!] (restricted)
  11. Bengt Assarsson, 2003. "Inflation and higher moments of relative price changes in Sweden," BIS Papers chapters, in: Bank for International Settlements (ed.), Monetary policy in a changing environment, volume 19, pages 383-397 Bank for International Settlements. [Downloadable!]
  12. Pier-Giorgo Ardeni & Gordon C. Rausser, 1992. "Alternative Subsidy Reduction Paths: Commodity, Fiscal, and Monetary Policy Linkages," Center for Agricultural and Rural Development (CARD) Publications 90-gatt10, Center for Agricultural and Rural Development (CARD) at Iowa State University. [Downloadable!]
  13. Jonathan H. Wright, 2008. "Term premiums and inflation uncertainty: empirical evidence from an international panel dataset," Finance and Economics Discussion Series 2008-25, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
  14. Wilbert van der Klaauw & Wändi Bruine de Bruin & Giorgio Topa & Simon Potter & Michael Bryan, 2008. "Rethinking the measurement of household inflation expectations: preliminary findings," Staff Reports 359, Federal Reserve Bank of New York. [Downloadable!]
  15. Carmen Broto & Esther Ruiz, 2008. "Testing for conditional heteroscedasticity in the components of inflation," Banco de España Working Papers 0812, Banco de España. [Downloadable!]
  16. Eric Schaling & Marco Hoeberichts & Sylvester Eijffinger, . "Incentive schemes for central bankers under uncertainty: inflation targets versus contracts," Bank of England working papers 88, Bank of England. [Downloadable!]
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