create a website

Downward Nominal Rigidities and Bond Premia. (2024). Ngo, Phuong ; Gourio, Francois.
In: Working Paper Series.
RePEc:fip:fedhwp:98104.

Full description at Econpapers || Download paper

Cited: 0

Citations received by this document

Cites: 91

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

    This document has not been cited yet.

References

References cited by this document

  1. Ball, L., 1992. Why does high inflation raise inflation uncertainty? Journal of Monetary Economics 29 (3), 371–388.

  2. Ball, L., Cecchetti, S. G., Gordon, R. J., 1990. Inflation and uncertainty at short and long horizons. Brookings Papers on Economic Activity 1990 (1), 215–254.

  3. Ball, L., Mankiw, N. G., 1994. Asymmetric price adjustment and economic fluctuations. The Economic Journal 104 (423), 247–261.

  4. Ball, L., Mankiw, N. G., 1995. Relative-price changes as aggregate supply shocks. The Quarterly Journal of Economics 110 (1), 161–193.

  5. Bansal, R., Shaliastovich, I., 2013. A long-run risks explanation of predictability puzzles in bond and currency markets. The Review of Financial Studies 26(1), 1–33.

  6. Barillas, F., Hansen, L. P., Sargent, T. J., 2009. Doubts or variability? journal of economic theory 144 (6), 2388–2418.

  7. Basu, S., Fernald, J. G., Kimball, M. S., 2006. Are technology improvements contractionary? American Economic Review 96 (5), 1418–1448.

  8. Benati, L., Surico, P., 2009. Var analysis and the great moderation. American Economic Review 99 (4), 1636– 1652.

  9. Benigno, P., Antonio-Ricci, L., 2011. The inflation-output trade-off with downward wage rigidities. American Economic Review 101 (4), 1436–1466.

  10. Bernanke, B. S., 2022. 21st Century Monetary Policy: The Federal Reserve from the Great Inflation to COVID-19. WW Norton & Company.
    Paper not yet in RePEc: Add citation now
  11. Bhattarai, S., Eggertsson, G. B., Schoenle, R., 2018. Is increased price flexibility stabilizing? redux. Journal of Monetary Economics 100, 66–82.
    Paper not yet in RePEc: Add citation now
  12. Bianchi, F., Lettau, M., Ludvigson, S. C., 2022. Monetary policy and asset valuation. The Journal of Finance 77 (2), 967–1017.

  13. Boehm, C. E., Pandalai-Nayar, N., 2022. Convex supply curves. American Economic Review 112 (12), 3941– 3969.
    Paper not yet in RePEc: Add citation now
  14. Bretscher, L., Hsu, A., Tamoni, A., 2020. Fiscal policy driven bond risk premia. Journal of Financial Economics 138 (1), 53–73.

  15. Caballero, R. J., Simsek, A., 2022. A monetary policy asset pricing model. Tech. rep., National Bureau of Economic Research.

  16. Campbell, J. Y., Shiller, R. J., 1991. Yield spreads and interest rate movements: A bird’s eye view. The Review of Economic Studies 58 (3), 495–514.

  17. Campbell, J. Y., Sunderam, A., Viceira, L. M., et al., 2017. Inflation bets or deflation hedges? the changing risks of nominal bonds. Critical Finance Review 6 (2), 263–301.

  18. Campbell, J., Pflueger, C., Viceira, L. M., 2020. Macroeconomic drivers of bond and equity risks. Journal of Political Economy 128, 3148–3185.

  19. Christensen, J. H., Diebold, F. X., Rudebusch, G. D., 2011. The affine arbitrage-free class of nelson–siegel term structure models. Journal of Econometrics 164 (1), 4–20.

  20. Cieslak, A., Pflueger, C., 2023. Inflation and asset returns. Annual Review of Financial Economics 15, 433– 448.

  21. Clarida, R., Gali, J., Gertler, M., 2000. Monetary policy rules and macroeconomic stability: evidence and some theory. The Quarterly Journal of Economics 115 (1), 147–180.

  22. Costain, J., Nakov, A., Petit, B., 2022. Flattening of the phillips curve with state-dependent prices and wages.

  23. D’Amico, S., Kim, D. H., Wei, M., 2018. Tips from tips: the informational content of treasury inflationprotected security prices. Journal of Financial and Quantitative Analysis 53 (1), 395–436.

  24. David, A., Veronesi, P., 2013. What ties return volatilities to price valuations and fundamentals? Journal of Political Economy 121 (4), 682–746.

  25. Del Negro, M., Giannoni, M. P., Schorfheide, F., 2015. Inflation in the great recession and new keynesian models. American Economic Journal: Macroeconomics 7(1), 168–196.

  26. Dew-Becker, I., Tahbaz-Salehi, A., Vedolin, A., 2021. Skewness and time-varying second moments in a nonlinear production network: theory and evidence. Tech. rep., National Bureau of Economic Research.

  27. Dupraz, S., Nakamura, E., Steinsson, J., 2019. A plucking model of business cycles. Tech. rep., National Bureau of Economic Research.

  28. Eggertsson, G., Woodford, M., 2003. The zero bound on interest rates and optimal monetary policy. NBER Working Paper.

  29. Engstrom, E. C., Sharpe, S. A., 2019. The near-term forward yield spread as a leading indicator: A less distorted mirror. Financial Analysts Journal 75 (4), 37–49.
    Paper not yet in RePEc: Add citation now
  30. Fama, E. F., Bliss, R. R., 1987. The information in long-maturity forward rates. The American Economic Review, 680–692.

  31. Fama, E., Schwert, W., 1977. Asset returns and inflation. Journal of Financial Economics 5(2), 115–146.

  32. Fang, X., Liu, Y., Roussanov, N., 2022. Getting to the core: Inflation risks within and across asset classes.

  33. Fernandez-Villaverde, J., Gordon, G., Guerron-Quintana, P., Rubio-Ramirez, J., 2015. Nonlinear adventures at the zero lower bound. Journal of Economic Dynamics and Control 57, 182 –204.

  34. Fleckenstein, M., Longstaff, F., Lustig, H., 2017. Deflation risk. The Review of Financial Studies 30, 2719– 2760.
    Paper not yet in RePEc: Add citation now
  35. Foster, E., 1978. The variability of inflation. The Review of Economics and Statistics, 346–350.

  36. Friedman, M., 1977. Nobel lecture: inflation and unemployment. Journal of Political Economy 85 (3), 451– 472.
    Paper not yet in RePEc: Add citation now
  37. Gagliardone, L., Gertler, M., 2023. Oil prices, monetary policy and inflation surges. Tech. rep., National Bureau of Economic Research.
    Paper not yet in RePEc: Add citation now
  38. Galı, J., López-Salido, J. D., Vallés, J., 2003. Technology shocks and monetary policy: assessing the fed’s performance. Journal of Monetary Economics 50 (4), 723–743.
    Paper not yet in RePEc: Add citation now
  39. Gali, J., 2008. Monetary Policy, Inflation, and the Business Cycle: An Introduction to the New Keynesian Framework. Princeton University Press.
    Paper not yet in RePEc: Add citation now
  40. Gilchrist, S., Schoenle, R., Sim, J., Zakrajsek, E., 2017. Inflation dynamics during the financial crisis. American Economic Review 107 (3), 785–823.

  41. Golob, J. E., et al., 1994. Does inflation uncertainty increase with inflation? Economic Review-Federal Reserve Bank of Kansas City 79, 27–27.

  42. Gourio, F., Ngo, P. V., 2020. Risk premia at the zlb: A macroeconomic interpretation. FRB of Chicago Working Paper No. WP-2020-01.

  43. Grigsby, J., Hurst, E., Yildirmaz, A., 2021. Aggregate nominal wage adjustments: New evidence from administrative payroll data. American Economic Review 111 (2), 428–71.

  44. Hamilton, J. D., 2018. Why you should never use the hodrick-prescott filter. Review of Economics and Statistics 100 (5), 831–843.

  45. Harding, M., Lindé, J., Trabandt, M., 2022. Resolving the missing deflation puzzle. Journal of Monetary Economics 126, 15–34.

  46. Harding, M., Lindé, J., Trabandt, M., 2023. Understanding post-covid inflation dynamics. Journal of Monetary Economics.

  47. Hazell, J., Taska, B., 2020. Downward rigidity in the wage for new hires. Available at SSRN 3728939.

  48. Ireland, N. P., 1997. A small, structural, quarterly model for monetary policy evaluation. CarnegieRochester Conference Series on Public Policy 47, 83–108.

  49. Jørgensen, P. L., Lansing, K. J., 2019. Anchored inflation expectations and the flatter phillips curve. Federal Reserve Bank of San Francisco.
    Paper not yet in RePEc: Add citation now
  50. Jo, Y. J., Zubairy, S., 2022. State dependent government spending multipliers: Downward nominal wage rigidity and sources of business cycle fluctuations. Tech. rep., National Bureau of Economic Research.

  51. Journal of Financial Economics 115 (1), 42–57. Li, E., Palomino, F., 2014. Nominal rigidities, asset returns, and monetary policy. Journal of Monetary Economics 66, 210–225.
    Paper not yet in RePEc: Add citation now
  52. Journal of Political Economy 124 (5), 1466–1514. Song, D., 2017. Bond market exposures to macroeconomic and monetary policy risks. The Review of Financial Studies 30 (8), 2761–2817.

  53. Kekre, R., Lenel, M., 2022. Monetary policy, redistribution, and risk premia. Econometrica 90 (5), 2249–2282.
    Paper not yet in RePEc: Add citation now
  54. Keynes, J. M., 1936. The General Theory of Employment, Interest and Money. Macmillan.
    Paper not yet in RePEc: Add citation now
  55. Kim, D. H., Wright, J. H., 2005. An arbitrage-free three-factor term structure model and the recent behavior of long-term yields and distant-horizon forward rates.

  56. Kim, J., Ruge-Murcia, F. J., 2009. How much inflation is necessary to grease the wheels? Journal of Monetary Economics 56, 365–377.

  57. Klenow, P. J., Malin, B. A., 2010. Microeconomic evidence on price-setting. In: Handbook of monetary economics. Vol. 3. Elsevier, pp. 231–284.

  58. Krugman, P., 1998. It’s baaack: Japan’s slump and the return of the liquidity trap. Brookings Papers on Economic Activity 2, 137–205.
    Paper not yet in RePEc: Add citation now
  59. Kung, H., 2015. Macroeconomic linkages between monetary policy and the term structure of interest rates.

  60. Malloy, C. J., Moskowitz, T. J., Vissing-Jørgensen, A., 2009. Long-run stockholder consumption risk and asset returns. The Journal of Finance 64 (6), 2427–2479.

  61. Miao, J., Ngo, P. V., 2021. Does calvo meet rotemberg at the zero lower bound? Macroeconomic Dynamics 25 (4), 1090–1111.

  62. Modigliani, F., Cohn, R., 1979. Inflation, rational valuation, and the market. Financial Analysts Journal 35(3), 24–44.
    Paper not yet in RePEc: Add citation now
  63. Nakamura, G., Steinsson, J., 2008. Five facts about prices: A reevaluation of menu cost models. Quarterly Journal of Economics 123(4), 1415–1464.

  64. Nakata, T., Tanaka, H., 2016. Equilibrium yield curves and the zero lower bound. Working Paper, Federal Reserve Board.
    Paper not yet in RePEc: Add citation now
  65. Neftci, S. N., 1984. Are economic time series asymmetric over the business cycle? Journal of Political Economy 92 (2), 307–328.

  66. Nirei, M., Scheinkman, J. A., 2021. Repricing avalanches. Tech. rep., National Bureau of Economic Research.
    Paper not yet in RePEc: Add citation now
  67. Okun, A. M., 1971. The mirage of steady inflation. Brookings papers on economic activity 1971 (2), 485–498.

  68. Orphanides, A., 2001. Monetary policy rules based on real-time data. American Economic Review 91 (4), 964–985.

  69. Orphanides, A., 2004. Monetary policy rules, macroeconomic stability, and inflation: A view from the trenches. Journal of Money, Credit and Banking, 151–175.

  70. Palomino, F., 2012. Bond risk premiums and optimal monetary policy. Review of Economic Dynamics 15(1), 19–40.

  71. Peltzman, S., 2000. Prices rise faster than they fall. Journal of Political Economy 108(3), 466–502.

  72. Pfäuti, O., 2023. The inflation attention threshold and inflation surges. arXiv preprint arXiv:2308.09480.
    Paper not yet in RePEc: Add citation now
  73. Pflueger, C., Rinaldi, G., 2022. Why does the fed move markets so much? a model of monetary policy and time-varying risk aversion. Journal of Financial Economics 146 (1), 71–89.

  74. Piazzesi, M., Schneider, M., Benigno, P., Campbell, J. Y., 2006. Equilibrium yield curves [with comments and discussion]. NBER macroeconomics Annual 21, 389–472.
    Paper not yet in RePEc: Add citation now
  75. Ramey, V. A., 2016. Macroeconomic shocks and their propagation. Handbook of macroeconomics 2, 71–162.

  76. Roberts, J. M., 1995. New keynesian economics and the phillips curve. Journal of money, credit and banking 27 (4), 975–984.

  77. Rotemberg, J., 1982. Sticky prices in the united states. Journal of Political Economy 90, 1187–211.
    Paper not yet in RePEc: Add citation now
  78. Rudebusch, G., Swanson, E., 2008. Examining the bond premium puzzle with a dsge model. Journal of Monetary Economics 55, S111–S126.

  79. Rudebusch, G., Swanson, E., 2012. The bond premium in a dsge model with long-run real and nominal risks. American Economic Journal: Macroeconomics 4(1), 105–143.

  80. Schmitt-Grohé, S., Uribe, M., 2016. Downward nominal wage rigidity, currency pegs, and involuntary unemployment.
    Paper not yet in RePEc: Add citation now
  81. Stock, J. H., Watson, M. W., 2002. Has the business cycle changed and why? NBER macroeconomics annual 17, 159–218.

  82. Stock, J. H., Watson, M. W., 2007. Why has us inflation become harder to forecast? Journal of Money, Credit and banking 39, 3–33.

  83. Swanson, E., 2012. Risk aversion and the labor margin in dynamic equilibrium models. American Economic Review 102 (4), 1663–1691.

  84. Swanson, E., 2021. A macroeconomic model of equities and real, nominal, and defaultable debt. Working Paper, UC Irvine.
    Paper not yet in RePEc: Add citation now
  85. Tech. rep., National Bureau of Economic Research. Fernald, J., 2014. A quarterly, utilization-adjusted series on total factor productivity. Federal Reserve Bank of San Francisco.
    Paper not yet in RePEc: Add citation now
  86. The Economic Journal 132 (642), 546–581. Daly, M. C., Hobijn, B., 2014. Downward nominal wage rigidities bend the phillips curve. Journal of Money, Credit and Banking 46 (S2), 51–93.

  87. Tobin, J., 1972. Inflation and employment. American Economic Review 62, 1–18.
    Paper not yet in RePEc: Add citation now
  88. Vasicek, O., 1977. An equilibrium characterization of the term structure. Journal of Financial Economics 5 (2), 177–188.

  89. Weil, P., 1990. Nonexpected utility in macroeconomics. The Quarterly Journal of Economics 105 (1), 29–42.

  90. Woodford, M., 2003. Interest and Prices: Foundations of a Theory of Monetary Policy. Princeton University Press.
    Paper not yet in RePEc: Add citation now
  91. Wright, J. H., 2011. Term premia and inflation uncertainty: Empirical evidence from an international panel dataset. American Economic Review 101 (4), 1514–34.

Cocites

Documents in RePEc which have cited the same bibliography

  1. When is Lower Inflation less Stable? Evidence from Eight Developing Economies. (2017). Karras, Georgios.
    In: Economia Internazionale / International Economics.
    RePEc:ris:ecoint:0807.

    Full description at Econpapers || Download paper

  2. The Stochastic Volatility in Mean Model with Time-Varying Parameters: An Application to Inflation Modeling. (2015). Chan, Joshua ; Joshua C. C. Chan, .
    In: CAMA Working Papers.
    RePEc:een:camaaa:2015-07.

    Full description at Econpapers || Download paper

  3. Investment Horizon and Repo in the Over-the-Counter Market. (2013). Weinstein, David ; Tomura, Hajime ; Watanabe, Tsutomu ; Handbury, Jessie.
    In: UTokyo Price Project Working Paper Series.
    RePEc:upd:utppwp:013.

    Full description at Econpapers || Download paper

  4. The inflation and inflation uncertainty relationship for Turkey: a dynamic framework. (2011). YILDIRIM, JULIDE ; Yalcin, Yeliz ; Berument, Hakan.
    In: Empirical Economics.
    RePEc:spr:empeco:v:41:y:2011:i:2:p:293-309.

    Full description at Econpapers || Download paper

  5. Does a threshold inflation rate exist? Quantile inferences for inflation and its variability. (2010). Miller, Stephen ; Fang, Wen Shwo ; Yeh, Chih-Chuan.
    In: Empirical Economics.
    RePEc:spr:empeco:v:39:y:2010:i:3:p:619-641.

    Full description at Econpapers || Download paper

  6. Regime-Shifts & Post-Float Inflation Dynamics In Australia. (2010). Bhar, Ramprasad ; Karunaratne, Neil Dias.
    In: Discussion Papers Series.
    RePEc:qld:uq2004:405.

    Full description at Econpapers || Download paper

  7. The links between inflation and inflation uncertainty at the longer horizon. (2010). Tsyplakov, Alexander.
    In: MPRA Paper.
    RePEc:pra:mprapa:26908.

    Full description at Econpapers || Download paper

  8. The relationship between inflation, output growth, and their uncertainties: Evidence from selected CEE countries. (2010). Omay, Tolga ; Hasanov, Mübariz.
    In: MPRA Paper.
    RePEc:pra:mprapa:23764.

    Full description at Econpapers || Download paper

  9. Análisis de cointegración y valores umbrales entre la inflación y el crecimiento económico en México: 1970-2007. (2010). Sánchez Carrera, Edgar ; Edgar J. Sanchez Carrera, ; Risso, Adrian W..
    In: Ensayos Revista de Economia.
    RePEc:ere:journl:v:xxix:y:2010:i:2:p:77-98.

    Full description at Econpapers || Download paper

  10. Inflation and inflation uncertainty in the ASEAN-5 economies. (2010). Opiela, Timothy ; Jiranyakul, Komain.
    In: Journal of Asian Economics.
    RePEc:eee:asieco:v:21:y:2010:i:2:p:105-112.

    Full description at Econpapers || Download paper

  11. Does a Threshold Inflation Rate Exist? Quantile Inferences for Inflation and Its Variability. (2009). Miller, Stephen ; Fang, WenShwo ; Yeh, Chih-Chuan.
    In: Working papers.
    RePEc:uct:uconnp:2007-45.

    Full description at Econpapers || Download paper

  12. The relationship between output growth and inflation: Evidence from Turkey. (2009). Omay, Tolga ; Karadagli, Ece ; aluftekin, Nilay.
    In: MPRA Paper.
    RePEc:pra:mprapa:19953.

    Full description at Econpapers || Download paper

  13. Does a Threshold Inflation Rate Exist? Quantile Inferences for Inflation and Its Variability. (2009). Miller, Stephen ; Fang, Wen Shwo ; Yeh, Chih-Chuan.
    In: Working Papers.
    RePEc:nlv:wpaper:0921.

    Full description at Econpapers || Download paper

  14. Disagreement among Forecasters in G7 Countries. (2009). Slacalek, Jiri ; Fritsche, Ulrich ; Dovern, Jonas.
    In: Macroeconomics and Finance Series.
    RePEc:hep:macppr:200906.

    Full description at Econpapers || Download paper

  15. Central Banking and Monetary Policy in the Asia-Pacific. (2009). Hossain, Akhand Akhtar.
    In: Books.
    RePEc:elg:eebook:12777.

    Full description at Econpapers || Download paper

  16. Understanding the inflation-output nexus for China. (2009). Smyth, Russell ; Narayan, Seema.
    In: China Economic Review.
    RePEc:eee:chieco:v:20:y:2009:i:1:p:82-90.

    Full description at Econpapers || Download paper

  17. Explaining Output Volatility: The Case of Taxation. (2009). Posch, Olaf.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_2751.

    Full description at Econpapers || Download paper

  18. Inflation Expectations and Inflation Uncertainty in the Eurozone: Evidence from Survey Data. (2008). Lemmen, Jan ; Arnold, Ivo.
    In: Review of World Economics (Weltwirtschaftliches Archiv).
    RePEc:spr:weltar:v:144:y:2008:i:2:p:325-346.

    Full description at Econpapers || Download paper

  19. The Friedmans and Mishkins Hypotheses (Re)Considered. (2008). Maveyraud, Samuel ; Bordes, Christian.
    In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
    RePEc:hal:cesptp:hal-00308571.

    Full description at Econpapers || Download paper

  20. The TIPS yield curve and inflation compensation. (2008). Wright, Jonathan ; Gürkaynak, Refet ; Gurkaynak, Refet S. ; Sack, Brian.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2008-05.

    Full description at Econpapers || Download paper

  21. INFLATIONARY EXPECTATIONS IN ETHIOPIA: SOME PRELIMINARY RESULTS. (2008). Loening, Josef ; Takada, Hideki .
    In: Applied Econometrics and International Development.
    RePEc:eaa:aeinde:v:8:y:2008:i:2_13.

    Full description at Econpapers || Download paper

  22. A Multivariate Perspective for Modeling and Forecasting Inflations Conditional Mean and Variance. (2007). Capasso, Marco.
    In: LEM Papers Series.
    RePEc:ssa:lemwps:2007/21.

    Full description at Econpapers || Download paper

  23. Monetary Policy, Regime Shifts, and Inflation Uncertainty in Peru (1949-2006). (2007). Tuesta, Vicente ; Humala, Alberto ; Castillo, Paul.
    In: Working Papers.
    RePEc:rbp:wpaper:2007-005.

    Full description at Econpapers || Download paper

  24. Inflation, inflation uncertainty, and Markov regime switching heteroskedasticity: Evidence from European countries. (2007). Fountas, Stilianos ; Bredin, Don.
    In: Money Macro and Finance (MMF) Research Group Conference 2006.
    RePEc:mmf:mmfc06:125.

    Full description at Econpapers || Download paper

  25. Inflation and Inflation Uncertainty in Latvia. (2007). Ajevskis, Viktors.
    In: Working Papers.
    RePEc:ltv:wpaper:200704.

    Full description at Econpapers || Download paper

  26. Testing for Rate-Dependence and Asymmetry in Inflation Uncertainty:Evidence from the G7 Economies. (2006). Suardi, Sandy ; Olekalns, Nilss ; Henry, Ólan.
    In: Department of Economics - Working Papers Series.
    RePEc:mlb:wpaper:959.

    Full description at Econpapers || Download paper

  27. Modelling multi-period inflation uncertainty using a panel of density forecasts. (2006). Lahiri, Kajal ; Liu, Fushang.
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:21:y:2006:i:8:p:1199-1219.

    Full description at Econpapers || Download paper

  28. The EURO and Inflation Uncertainty In The EMU. (2006). Kontonikas, Alexandros ; Coporale, Guglielmo maria.
    In: Working Papers.
    RePEc:gla:glaewp:2005_13.

    Full description at Econpapers || Download paper

  29. Sources of Economic Growth in Indonesia, 1966-2003. (2006). Hossain, Akhand.
    In: Applied Econometrics and International Development.
    RePEc:eaa:aeinde:v:6:y:2006:i:2_13.

    Full description at Econpapers || Download paper

  30. The Euro and Inflation Uncertainty in the European Monetary Union. (2006). Kontonikas, Alexandros ; Caporale, Guglielmo Maria.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_1842.

    Full description at Econpapers || Download paper

  31. Inflation Expectations and Inflation Uncertainty in the Eurozone: Evidence from Survey Data. (2006). Lemmen, Jan ; Arnold, Ivo.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_1667.

    Full description at Econpapers || Download paper

  32. Empirical analysis on the real effects of inflation and exchange rate uncertainty: The case of Colombia. (2005). Ruiz, Isabel.
    In: International Finance.
    RePEc:wpa:wuwpif:0511006.

    Full description at Econpapers || Download paper

  33. Can fear beat hope? A story of GARCH-in-Mean-Level effects for Emerging Market Country Risks. (2005). Une, Maurício ; Portugal, Marcelo Savino.
    In: Econometrics.
    RePEc:wpa:wuwpem:0509006.

    Full description at Econpapers || Download paper

  34. ARCH models for multi-period forecast uncertainty-a reality check using a panel of density forecasts. (2005). Lahiri, Kajal ; Liu, Fushang.
    In: MPRA Paper.
    RePEc:pra:mprapa:21693.

    Full description at Econpapers || Download paper

  35. Granger-Causality Between Inflation, Money Growth, Currency Devaluation and Economic Growth in Indonesia, 1951-2002. (2005). Hossain, Akhand.
    In: International Journal of Applied Econometrics and Quantitative Studies.
    RePEc:eaa:ijaeqs:v:2:y2005:i:3_4.

    Full description at Econpapers || Download paper

  36. Is a Monetary Union a Never-Ending Story?. (2005). Menoncin, Francesco ; Tronzano, Marco.
    In: Revue économique.
    RePEc:cai:recosp:reco_561_0025.

    Full description at Econpapers || Download paper

  37. Does Inflation Harm Economic Growth in Jordan?. An Econometric Analysis for the Period 1970-2000.. (2004). Sweidan, Osama.
    In: International Journal of Applied Econometrics and Quantitative Studies.
    RePEc:eaa:ijaeqs:v:1:y2004:i:1_9.

    Full description at Econpapers || Download paper

  38. Macroeconomic Uncertainty and Sectoral Output Performance: Empirical Evidence from Greece. (2004). Katrakilidis, Constantinos ; Tabakis, Nikolaos.
    In: Agricultural Economics Review.
    RePEc:ags:aergaa:26446.

    Full description at Econpapers || Download paper

  39. The relationship between inflation and different sources of inflation uncertainty in Turkey. (2003). Telatar, Erdinc.
    In: Applied Economics Letters.
    RePEc:taf:apeclt:v:10:y:2003:i:7:p:431-435.

    Full description at Econpapers || Download paper

  40. An Empirical Analysis of Dynamic Interrelationships Among Inflation, Inflation Uncertainty, Relative Price Dispersion, and Output Growth. (2002). Vitek, Francis.
    In: Staff Working Papers.
    RePEc:bca:bocawp:02-39.

    Full description at Econpapers || Download paper

  41. A GARCH Model of Inflation and Inflation Uncertainty with Simultaneous Feedback. (2000). Karanasos, Menelaos ; Karanassou, Marika ; Fountas, Stilianos.
    In: Discussion Papers.
    RePEc:yor:yorken:00/24.

    Full description at Econpapers || Download paper

  42. The effects of real and nominal uncertainty on inflation and output growth: some garch-m evidence. (2000). Grier, Kevin ; Perry, Mark J..
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:15:y:2000:i:1:p:45-58.

    Full description at Econpapers || Download paper

  43. The relation between the level and uncertainty of inflation. (1998). Ruiz, Esther ; Lorenzo, Fernando.
    In: Documentos de Trabajo (working papers).
    RePEc:ude:wpaper:0698.

    Full description at Econpapers || Download paper

  44. The Benefits of Low Inflation: Taking Shock A nickel aint worth a dime any more [Yogi Berra]. (1998). O'Reilly, B..
    In: Technical Reports.
    RePEc:bca:bocatr:83.

    Full description at Econpapers || Download paper

  45. A Markov-switching Model of Inflation in Australia. (1996). Simon, John.
    In: RBA Research Discussion Papers.
    RePEc:rba:rbardp:rdp9611.

    Full description at Econpapers || Download paper

  46. Does Inflation Uncertainty Vary with the Level of Inflation?. (1996). Kasumovich, M ; Crawford, A.
    In: Staff Working Papers.
    RePEc:bca:bocawp:96-09.

    Full description at Econpapers || Download paper

  47. Targeting inflation in the 1990s: recent challenges. (1995). Willis, Jonathan ; Freeman, Richard T..
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:525.

    Full description at Econpapers || Download paper

  48. Inflation and Wage Indexation in the Postwar U.S.. (1994). Holland, Steven .
    In: Macroeconomics.
    RePEc:wpa:wuwpma:9402001.

    Full description at Econpapers || Download paper

  49. Inflation targeting in the 1990s: the experiences of New Zealand, Canada, and the United Kingdom. (1994). Freeman, Richard T. ; Ammer, John.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:473.

    Full description at Econpapers || Download paper

  50. Testing for Rate-Dependence and Asymmetry in Inflation Uncertainty: Evidence from the G7 Economies. (). Suardi, Sandy ; Olekalns, Nilss ; Henry, Ólan.
    In: MRG Discussion Paper Series.
    RePEc:qld:uqmrg6:03.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-09-30 23:21:42 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated August, 3 2024. Contact: Jose Manuel Barrueco.