Estimates of the Variance of U.S. Inflation Based upon the ARCH Model: Reply
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Bibliographic InfoArticle provided by Blackwell Publishing in its journal Journal of Money, Credit and Banking.
Volume (Year): 20 (1988)
Issue (Month): 3 (August)
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Web page: http://www.blackwellpublishing.com/journal.asp?ref=0022-2879
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- Kevin B. Grier & Mark J. Perry, 2000. "The effects of real and nominal uncertainty on inflation and output growth: some garch-m evidence," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 15(1), pages 45-58.
- Ester Ruiz & Fernando Lorenzo, 1998. "The relation between the level and uncertainty of inflation," Documentos de Trabajo (working papers) 0698, Department of Economics - dECON.
- Lorenzo, Fernando & Ruiz, Esther, . "Estimación de la volatilidad de la inflación en presencia de observaciones atípicas y heteroscedasticidad condicional," Open Access publications from Universidad Carlos III de Madrid info:hdl:10016/3648, Universidad Carlos III de Madrid.
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