Does inflation uncertainty increase with inflation?

Citations

Cited by:

1. Carlos Fernández, 2001. "Further Evidence on Friedman's Hypothesis," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 38(115), pages 257-273.
2. Binder Carola Conces, 2017. "Economic policy uncertainty and household inflation uncertainty," The B.E. Journal of Macroeconomics, De Gruyter, vol. 17(2), pages 1-20, June.
3. Apostolos Serletis & Jinan Liu, 2022. "Inflation and economic activity in advanced and emerging economies," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(4), pages 4196-4223, October.
4. Gregory D. Hess & Charles S. Morris, 1996. "The long-run costs of moderate inflation," Economic Review, Federal Reserve Bank of Kansas City, vol. 81(Q II), pages 71-88.
5. Rizvi, Syed Kumail Abbas & Naqvi, Bushra, 2008. "Asymmetric Behavior of Inflation Uncertainty and Friedman-Ball Hypothesis: Evidence from Pakistan," MPRA Paper 19488, University Library of Munich, Germany.
6. Leonardo Morales‐Arias & Guilherme V. Moura, 2013. "A conditionally heteroskedastic global inflation model," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 40(4), pages 572-596, August.
   • Morales-Arias, Leonardo & Moura, Guilherme V., 2010. "A conditionally heteroskedastic global inflation model," Kiel Working Papers 1666, Kiel Institute for the World Economy (IfW Kiel).
7. Ramprasad Bhar & Girijasankar Mallik, 2013. "Inflation uncertainty, growth uncertainty, oil prices, and output growth in the UK," Empirical Economics, Springer, vol. 45(3), pages 1333-1350, December.
8. Nicholas Apergis & Umit Bulut & Gulbahar Ucler & Serife Ozsahin, 2021. "The causal linkage between inflation and inflation uncertainty under structural breaks: Evidence from Turkey," Manchester School, University of Manchester, vol. 89(3), pages 259-275, June.
9. Berument, M. Hakan & Yalcin, Yeliz & Yildirim, Julide, 2012. "Inflation and inflation uncertainty: A dynamic framework," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(20), pages 4816-4826.
10. Syed Kumail Abbas Naqvi & Bushra Naqvi, 2010. "Asymmetric Behavior of Inflation Uncertainty and Friedman-Ball Hypothesis: Evidence from Pakistan," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, vol. 15(2), pages 1-33, Jul-Dec.
11. Abdul Qahar KHATIR & Burcu GÜVENEKAuthor-Name: Fatih MANGIR, 2021. "The Relationship between Inflation and Inflation Uncertainty: Empirical Evidence from Turkey," Journal of Academic Value Studies, Journal of Academic Value Studies, vol. 6(4), pages 331-340, Month: Fe.
12. Rizvi, Syed Kumail Abbas & Naqvi, Bushra, 2009. "Inflation Volatility: An Asian Perspective," MPRA Paper 19489, University Library of Munich, Germany.
13. Tariq A.H. Al-Zuhd & Mohammad H. Saleh, 2017. "Inflation and Inflation Uncertainty Nexus in Kuwait: A GARCH Modeling Approach," International Journal of Economics and Financial Issues, Econjournals, vol. 7(5), pages 198-203.
14. Sintim-Aboagye, Hermann, 2013. "Imf And World Bank Economic Programs On Inflation: Relevance To Nepad," Review of Applied Economics, Lincoln University, Department of Financial and Business Systems, vol. 9(1-2), January.
15. B. Balaji & S. Raja Sethu Durai & M. Ramachandran, 2016. "The Dynamics Between Inflation and Inflation Uncertainty: Evidence from India," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 14(1), pages 1-14, June.
16. Berument, Hakan & Yalcin, Yeliz & Yildirim, Julide, 2009. "The effect of inflation uncertainty on inflation: Stochastic volatility in mean model within a dynamic framework," Economic Modelling, Elsevier, vol. 26(6), pages 1201-1207, November.
17. Igal Magendzo, 1998. "Inflation and Inflation Uncertainty in Chile," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 1(1), pages 029-042, August.
18. Allan Crawford & Marcel Kasumovich, 1996. "Does Inflation Uncertainty Vary with the Level of Inflation?," Staff Working Papers 96-09, Bank of Canada.
19. Sweidan, O.D., 2004. "Does Inflation Harm Economic Growth in Jordan?. An Econometric Analysis for the Period 1970-2000," International Journal of Applied Econometrics and Quantitative Studies, Euro-American Association of Economic Development, vol. 1(2), pages 41-66.
20. Barak Hoffman & Sharon Kozicki, 1999. "Implications of rounding and rebasing for empirical analysis using consumer price inflation," Research Working Paper 99-08, Federal Reserve Bank of Kansas City.
21. Suah, Jing Lian, 2020. "Uncertainty and Exchange Rates: Global Dynamics (Well, I Don't Quite Know Anymore)," MPRA Paper 109087, University Library of Munich, Germany.
22. Szafranek, Karol, 2021. "Disentangling the sources of inflation synchronization. Evidence from a large panel dataset," International Review of Economics & Finance, Elsevier, vol. 76(C), pages 229-245.
23. Katrakilidis, Constantinos P. & Tabakis, Nikolaos M., 2004. "Macroeconomic Uncertainty and Sectoral Output Performance: Empirical Evidence from Greece," Agricultural Economics Review, Greek Association of Agricultural Economists, vol. 5(1), pages 1-10, January.
24. Sonsino, Doron & Regev, Eran, 2013. "Informational overconfidence in return prediction – More properties," Journal of Economic Psychology, Elsevier, vol. 39(C), pages 72-84.
25. Tabakis, Nikolaos M., 2001. "A Multivariate Model for the Relationship Between Agricultural Prices and Inflation Uncertainty: Evidence Using Greek Data," Agricultural Economics Review, Greek Association of Agricultural Economists, vol. 2(1), pages 1-11, January.
26. Hayford, Marc D., 2000. "Inflation Uncertainty, Unemployment Uncertainty and Economic Activity," Journal of Macroeconomics, Elsevier, vol. 22(2), pages 315-329, April.
27. Mehdi Hajamini, 2019. "Asymmetric Causality Between Inflation and Uncertainty: Evidences from 33 Developed and Developing Countries," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 17(2), pages 287-309, June.