Article ID Journal Published Year Pages File Type
5060333 Economics Letters 2013 5 Pages PDF
Abstract
► We evaluate the correlation between uncertainty, inflation, and output. ► The sign of the correlation between uncertainty and inflation changed in1999. ► The correlation between output and uncertainty is consistently negative.
Keywords
Related Topics
Social Sciences and Humanities Economics, Econometrics and Finance Economics and Econometrics
Preview
The time-varying correlation between uncertainty, output, and inflation: Evidence from a DCC-GARCH model
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