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The Relationship between Inflation and Inflation Uncertainty in the UK: 1885-1998

Author

Listed:
  • Stilianos Fountas

    (Department of Economics, National University of Ireland, Galway)

Abstract

Using a long series of UK inflation data, I have provided strong evidence in favour of the hypothesis that inflationary periods are associated with high inflation uncertainty. This result supports the Friedman-Ball hypothesis and has important implications for the inflation-output relationship provided that more inflation uncertainty leads to lower output.

Suggested Citation

  • Stilianos Fountas, 2000. "The Relationship between Inflation and Inflation Uncertainty in the UK: 1885-1998," Working Papers 0048, National University of Ireland Galway, Department of Economics, revised 2000.
    • Handle: RePEc:nig:wpaper:0048
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    File URL: http://www.economics.nuig.ie/resrch/paper.php?pid=53
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    File URL: http://www.economics.nuig.ie/resrch/paper.php?pid=53
    File Function: Revised version, 2000
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    More about this item

    JEL classification:

    • C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes

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