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Inflation in Transition Economies: An Empirical Analysis Author info | Abstract | Publisher info | Download info | Related research | Statistics Khurshid Kiani ()
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Article provided by Springer in its journal Transition Studies Review .
Volume (Year): 16 (2009)
Issue (Month): 1 (May)
Pages: 34-46
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Handle: RePEc:spr:trstrv:v:16:y:2009:i:1:p:34-46Contact details of provider: Web page: http://www.springerlink.com/link.asp?id=112913
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Keywords: GDP deflator ; Volatility ; State space ; Long term rate ; Short term rate ; C22 ; C53 ; E31 ; E37 ; Other versions of this item:
References listed on IDEAS Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.: French, Kenneth R. & Schwert, G. William & Stambaugh, Robert F., 1987.
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Journal of Financial Economics ,
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Pagan, Adrian R. & Schwert, G. William, 1990.
"Alternative models for conditional stock volatility ,"
Journal of Econometrics ,
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Other versions:
Adrian R. Pagan & G. William Schwert, 1990.
"Alternative Models For Conditional Stock Volatility ,"
NBER Working Papers
2955, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Pagan, A.R. & Schwert, G.W., 1989.
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Watson, Mark W., 1986.
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Prasad V. Bidarkota & J. Huston McCulloch, 1998.
"Optimal univariate inflation forecasting with symmetric stable shocks ,"
Journal of Applied Econometrics ,
John Wiley & Sons, Ltd., vol. 13(6), pages 659-670.
[Downloadable!]
Other versions: Khurshid M. Kiani, 2007.
"Stock Returns Predictability in Transition Economies ,"
Transition Studies Review ,
Springer, vol. 14(1), pages 93-104, May.
[Downloadable!] (restricted)
Fama, Eugene F. & Gibbons, Michael R., 1982.
"Inflation, real returns and capital investment ,"
Journal of Monetary Economics ,
Elsevier, vol. 9(3), pages 297-323.
[Downloadable!] (restricted)
Robert Darin & Robert L. Hetzel, 1995.
"An empirical measure of the real rate of interest ,"
Economic Quarterly ,
Federal Reserve Bank of Richmond, issue Win, pages 17-47.
[Downloadable!]
Hamilton, James D. & Susmel, Raul, 1994.
"Autoregressive conditional heteroskedasticity and changes in regime ,"
Journal of Econometrics ,
Elsevier, vol. 64(1-2), pages 307-333.
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Other versions: Goldstein, Morris & Khan, Mohsin S, 1978.
"The Supply and Demand for Exports: A Simultaneous Approach ,"
The Review of Economics and Statistics ,
MIT Press, vol. 60(2), pages 275-86, May.
[Downloadable!] (restricted)
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