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Inflation Targeting and Inflation Uncertainty [PDF]
Scottish Journal of Political Economy, 2012 AbstractThis article empirically investigates the impact of inflation targeting on inflation uncertainty. We implement PARCH and GARCH methodologies to model conditional variance of inflation. We also investigate the relationship between level and volatility of inflation to analyze the validity of the Friedman hypothesis for IT countries.
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Inflation Uncertainty and the Cost of Inflation [PDF]
The Canadian Journal of Economics / Revue canadienne d'Economique, 1999 In this paper, the authors develop a measure of the cost of inflation uncertainty where a risk premium can be interpreted as the amount of real consumption that a representative agent is willing to forgo in order to be guaranteed a perfectly anticipated path of inflation. This premium can be calculated based on the estimation of a utility function that
Pierre Ouellette, Alain Paquet
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We study how investors respond to inflation combining a customized survey experiment with trading data at a time of historically high inflation. Investors' beliefs about the stock return-inflation relation are very heterogeneous in the cross section and on average too optimistic.
Schnorpfeil, Philip +2 more
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We study how investors respond to inflation combining a customized survey experiment with trading data at a time of historically high inflation. Investors' beliefs about the stock return-inflation relation are very heterogeneous in the cross section and on average too optimistic.
Schnorpfeil, Philip +2 more
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Inflation targeting and core inflation [PDF]
Canadian Journal of Economics/Revue canadienne d'économique, 2005 Abstract. This paper examines the interaction of core inflation and inflation targeting as a monetary policy regime. Interest in core inflation has grown because of inflation targeting. Core inflation is defined in numerous ways giving rise to many potential measures; this paper defines core inflation as the best forecaster of inflation.
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, 2011
Timmermann for their very helpful comments on earlier drafts, and to Lu Xu for research assistance. All errors are our sole responsibility.
Jon Faust, Jonathan H. Wright
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Timmermann for their very helpful comments on earlier drafts, and to Lu Xu for research assistance. All errors are our sole responsibility.
Jon Faust, Jonathan H. Wright
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, 2008 Inflation targeting is a monetary-policy strategy characterized by an announced numerical inflation target, an implementation of monetary policy that gives a major role to an inflation forecast that has been called forecast targeting, and a high degree of transparency and accountability.
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Inflation and Inflation Volatility in Australia
Economic Papers: A journal of applied economics and policy, 2014This paper highlights the problem of inflation volatility in Australia and deploys quarter‐on‐quarter CPI‐inflation data over the period 1949q3–2013q4 to investigate the proposition of a feedback relation between inflation and inflation volatility in this country.
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A Caution Regarding Rules of Thumb for Variance Inflation Factors
, 2007Robert M. O’Brien
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