Results 221 to 230 of about 34,247 (258)

Inflation Uncertainties and Returns on Bonds

Economica, 1983
The new wave of research on the effect of inflation on interest rates revolves around the incorporation of inflation uncertainty into the analysis.1 In a recent paper, Liviatan and Levhari (1977) examine in a single-period model the market risk premium on nominal bonds awarded as compensation for inflation-related uncertainty, where this premium is ...
Brenner, Menachem, Landskroner, Yoram
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Inflation and inflation uncertainty in China

Applied Economics, 2016
ABSTRACTThe study examines the relationship between inflation and inflation uncertainty in China using Generalized Autoregressive Conditional Heteroscedasticity model. Particularly, this link is investigated in China’s urban and rural sectors, motivated by the substantial urban–rural divide.
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Inflation Expectation Uncertainty, Inflation and the Output Gap

2017
Uncertainty about the future path of inflation affects consumption, saving and investment decisions as well as wage negotiations and price setting of firms. These decisions are based on inflation expectations which are a key determinant of inflation in the New Keynesian Phillips Curve.
Fuest, Angela, Schmidt, Torsten
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Inflation Regimes and the Sources of Inflation Uncertainty

Journal of Money, Credit and Banking, 1993
This paper develops new time series measures of inflation uncertainty in the United States in the postwar period that account for the prospect of changing inflation regimes. The measures are constructed from estimates of a Markov switching model for inflation.
Martin Evans, Paul Wachtel
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Inflation and Uncertainty: The Case of Korea

International Economic Journal, 1995
This paper examines the empirical relationship between inflation and various uncertainty measures of inflation over time by using the Korean consumer price index. Our results suggest that there exists a strong positive linear relationship between the trend inflation and uncertainty measures.
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Inflation Uncertainty and Contract Duration

The Review of Economics and Statistics, 1989
This study examines the determinants of the duration of U.S. union contracts using a longitudinal contract data base. Support is found for the hypotheses that (1) inflation uncertainty reduces contract length and that (2) greater contracting costs, as proxied by a strike variable and by previous duration, increase contract length. In addition, contract
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Inflation and Inflation Uncertainty in Latvia [PDF]

, 2007
The paper considers interrelation between inflation and inflation uncertainty in Latvia. The monthly growth in CPI in the period from January 1994 to June 2007 has been used as an inflation measure. The application of the GARCH-M model with lagged inflation in GARCH equation proves that a positive relationship between inflation and inflation ...
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Economic Policy Uncertainty and Household Inflation Uncertainty

SSRN Electronic Journal, 2016
AbstractHow does uncertainty about economic policy translate into uncertainty about macroeconomic outcomes, in particular inflation? New measures of consumer inflation uncertainty are compared to the economic and monetary policy uncertainty indices of [Baker, S., N. Bloom, and S. Davis. 2016. “Measuring Economic Policy Uncertainty.”
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Effect of Inflation Targeting on Inflation Uncertainty: A SWARCH Analysis

Australian Economic Review, 2013
AbstractWe analyse the success of inflation targeting (IT) in decreasing inflation volatility by investigating inflation variance before and after IT. We contribute to the literature by implementing Markov‐Switching AutoRegressive Conditional Heteroscedastic methodology to model inflation volatility. After determining the unbiased conditional variances
Ertuğrul, Hasan Murat, Taş, Bedri Kamil Onur   +1 more
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Inflation and Inflation Uncertainty in Turkey [PDF]

, 2014
Abstract: In this study, the relationship between inflation and inflation uncertainty is analyzed using Granger causality tests with annual inflation series covering the time period 1923 to 2012 for Turkish Economy. Inflation uncertainty is measured by Exponential Generalized Autoregressive Conditional Heteroskedastic model.
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