Article ID Journal Published Year Pages File Type
5059849 Economics Letters 2012 4 Pages PDF
Abstract
► Causalities between inflation and its uncertainty are relevant for monetary policy. ► Our empirical examination relies on a cross section of 22 developed economies. ► Inflation impacts more strongly on inflation uncertainty than vice versa. ► We find that results are robust with respect to important modelling choices.
Related Topics
Social Sciences and Humanities Economics, Econometrics and Finance Economics and Econometrics
Authors
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