Results 21 to 30 of about 34,247 (258)
Inflation forecast uncertainty [PDF]
European Economic Review, 2001 We study the inflation uncertainty reported by individual forecasters in the Survey of Professional Forecasters 1969-2001. Three popular measures of uncertainty built from survey data are analyzed in the context of models for forecasting and asset pricing, and improved estimation methods are suggested. Popular time series models are evaluated for their
Giordani, Paolo, Söderlind, Paul
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Relationship between inflation and inflation uncertainty: The case of Serbia [PDF]
Yugoslav Journal of Operations Research, 2009 The purpose of this paper is to examine the relationship between inflation and inflation uncertainty in the Serbian economy, being particularly vulnerable to shocks in inflation rate, during transition period 2001 - 2007.
Mladenović Zorica
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Inflation and Inflation Uncertainty in Pakistan
Journal of Policy Research, 2023 This study estimates inflation and inflation uncertainty in Pakistan. To quantify the disparity in inflation levels, the average point is defined as the point at which positive and negative disruptions have an impact. The response to them can also influence the measures of positive and negative shocks in the fluctuation of inflation. The secondary data
Kashif Saeed +4 more
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Does inflation uncertainty hurt domestic investment? Empirical evidence from Ghana
Cogent Economics & Finance, 2022 This paper empirically investigates the effect of inflation uncertainty on domestic investment in Ghana. In addition, it investigates the differential impacts of permanent and transitory inflation uncertainty on investment in Ghana. Inflation uncertainty
Kofi Kamasa +3 more
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Inflation, Inflation Uncertainty and Output in Tunisia [PDF]
Economics: Journal Articles, 2013 This study investigates the relationship between inflation, inflation uncertainty and output in Tunisia using real and nominal data. GARCH-in-mean model with lagged variance equation is employed for the analysis. The result shows that inflation uncertainty has a positive and significant effect on the level of inflation only in the real term.
Ahmed Hachicha, Hooi Hooi Lean
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Impact of China’s Economic Policy Uncertainty on Inflation Rate [PDF]
SHS Web of Conferences, 2023 Although a decrease in the rate of Chinese inflation happens, it will still be higher than it was before the global financial crisis. The international economy will continue to deteriorate in 2022 due to geopolitical tensions and the slowdown in global ...
Wang Yizhi
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Baltic Journal of Economics, 2020 This paper investigates how inflation and its uncertainty impact GDP growth in eight Central and Eastern European Countries. Inflation uncertainty series are created examining several GARCH models in combination with three different distribution ...
Dejan Živkov +2 more
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Inflação e incerteza inflacionária no Brasil
Economia Aplicada, 2016 This paper studies the relationship between the level of inflation and inflation uncertainty in Brazil. This variable is obtained through two different methods. In the first one, inflation uncertainty is estimated with GARCH models.
Adonias Evaristo da Costa Filho
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Inflation and Uncertainty: Evidence from GARCH-MIDAS-in-Mean Modelling [PDF]
Financial and Economic ReviewWe revisit the relationship between inflation and inflation uncertainty using a novel GARCH-MIDAS-in-Mean approach, which allows for the decomposition of inflation uncertainty into short-term and time-varying long-term components. We test our model on UK
Chaoyi Chen, Tamas Barko, Olivér Nagy
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Economies, 2022 The study assessed the effect of inflation targeting (IT) policy on inflation uncertainty and economic growth in African and European IT countries. This study contributes to the existing knowledge by analysing and comparing the African IT and European IT
Shelter Thelile Nene +2 more
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