Article ID Journal Published Year Pages File Type
965533 Journal of Macroeconomics 2012 14 Pages PDF
Abstract
► The inflation-uncertainty relationship depends on distribution and structural change. ► Inflation uncertainty has no impact on inflation. ► Inflation has a negative impact on uncertainty in high inflation volatility state.
Keywords
Related Topics
Social Sciences and Humanities Economics, Econometrics and Finance Economics and Econometrics
Preview
The impacts of regime-switching structures and fat-tailed characteristics on the relationship between inflation and inflation uncertainty
Authors
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