Results 311 to 320 of about 468,201 (340)

Inflation and Asset Returns

Social Science Research Network, 2023
The past half-century has seen major shifts in inflation expectations, how inflation comoves with the business cycle, and how stocks comove with Treasury bonds.
Anna Cieślak, Carolin E. Pflueger
semanticscholar   +1 more source

Global Inflation [PDF]

open access: possibleReview of Economics and Statistics, 2008
This paper shows that inflation in industrialized countries is largely a global phenomenon. First, inflations of (22) OECD countries have a common factor that alone account for nearly 70% of their variance. This large variance share that is associated to Global Inflation is not only due to the trend components of inflation (up from 1960 to 1980 and ...
Ciccarelli, Matteo, Mojon, Benoît
openaire   +8 more sources

Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation

, 1982
Traditional econometric models assume a constant one-period forecast variance. To generalize this implausible assumption, a new class of stochastic processes called autoregressive conditional heteroscedastic (ARCH) processes are introduced in this paper.
R. Engle
semanticscholar   +1 more source

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