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Estimates of the Variance of U.S. Inflation Based upon the ARCH Model
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Cited by:
- Breach, Tomas & D’Amico, Stefania & Orphanides, Athanasios, 2020.
"The term structure and inflation uncertainty,"
Journal of Financial Economics, Elsevier, vol. 138(2), pages 388-414.
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"What do We Know About Investment Under Uncertainty?,"
Journal of Economic Surveys, Wiley Blackwell, vol. 14(2), pages 119-154, April.
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- Bill Russell, 2014.
"ARCH and structural breaks in United States inflation,"
Applied Economics Letters, Taylor & Francis Journals, vol. 21(14), pages 973-978, September.
- Bill Russell, 2013. "ARCH and structural breaks in United States inflation," Dundee Discussion Papers in Economics 277, Economic Studies, University of Dundee.
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"Investment and Uncertainty in the G7,"
Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 141(1), pages 1-32, April.
- Byrne, Joseph P & Davis, E Philip, 2002. "Investment and Uncertainty in the G7," MPRA Paper 78956, University Library of Munich, Germany.
- Russell, Bill & Chowdhury, Rosen Azad, 2013.
"Estimating United States Phillips curves with expectations consistent with the statistical process of inflation,"
Journal of Macroeconomics, Elsevier, vol. 35(C), pages 24-38.
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"Gradualism, Transparency and the Improved Operational Framework: A Look at Overnight Volatility Transmission,"
International Finance, Wiley Blackwell, vol. 12(2), pages 151-170, August.
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"Predictability in International Asset Returns: A Reexamination,"
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Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(4), pages 514-538.
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Empirical Economics, Springer, vol. 39(3), pages 619-641, December.
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- WenShwo Fang & Stephen M. Miller & Chih-Chuan Yeh, 2009. "Does a Threshold Inflation Rate Exist? Quantile Inferences for Inflation and Its Variability," Working Papers 0921, University of Nevada, Las Vegas , Department of Economics, revised Dec 2009.
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Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 13(2), pages 1-30, May.
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"The Nobel Memorial Prize for Robert F. Engle,"
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"A GARCH Model of Inflation and Inflation Uncertainty with Simultaneous Feedback,"
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VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy
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