IDEAS home Printed from https://ideas.repec.org/a/mcb/jmoncb/v23y1991i2p169-84.html
   My bibliography  Save this article

Discovering the Link between Inflation Rates and Inflation Uncertainty

Author

Listed:
  • Evans, Martin

Abstract

A new time-series model is used to reassess the strength of the link between inflation uncertainty and the level of inflation in the United States. The model provides several statistical measures that can be used to examine different aspects of uncertainty. The main finding is that uncertainty about the long rather than short-term prospects for inflation moved strongly with the rate of inflation since the early 1970s. Copyright 1991 by Ohio State University Press.

Suggested Citation

  • Evans, Martin, 1991. "Discovering the Link between Inflation Rates and Inflation Uncertainty," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 23(2), pages 169-184, May.
    • Handle: RePEc:mcb:jmoncb:v:23:y:1991:i:2:p:169-84
    as

    Download full text from publisher

    File URL: http://links.jstor.org/sici?sici=0022-2879%28199105%2923%3A2%3C169%3ADTLBIR%3E2.0.CO%3B2-0&origin=bc
    File Function: full text
    Download Restriction: Access to full text is restricted to JSTOR subscribers. See http://www.jstor.org for details.
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:mcb:jmoncb:v:23:y:1991:i:2:p:169-84. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Wiley-Blackwell Digital Licensing or Christopher F. Baum (email available below). General contact details of provider: http://www.blackwellpublishing.com/journal.asp?ref=0022-2879 .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.