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Another Perspective on the Effects of Inflation Uncertainty
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Cited by:
- Elena Andreou & Alessandra Pelloni & Marianne Sensier, 2008.
"Is Volatility Good for Growth? Evidence from the G7,"
Economics Discussion Paper Series
0804, Economics, The University of Manchester.
- Elena Andreou & Alessandra Pelloni & Marianne Sensier, 2008. "Is Volatility Good for Growth? Evidence from the G7," Centre for Growth and Business Cycle Research Discussion Paper Series 97, Economics, The University of Manchester.
- Elena Andreou & Alessandra Pelloni & Marianne Sensier, 2013. "Is Volatility Good for Growth? Evidence from the G7," CEIS Research Paper 258, Tor Vergata University, CEIS, revised 08 Jan 2013.
- Elena Andreou & Alessandra Pelloni & Marianne Sensier, 2008. "Is Volatility Good for Growth? Evidence from the G7," Working Paper series 37_08, Rimini Centre for Economic Analysis.
- Elena Andreou & Alessandra Pelloni & Marianne Sensier, 2008. "Is Volatility Good for Growth? Evidence from the G7," CEIS Research Paper 114, Tor Vergata University, CEIS, revised 14 Jul 2008.
- Andreou Elena & Pelloni Alessandra & Sensier Marianne, 2008. "Is volatility good for growth? Evidence from the G7," wp.comunite 0041, Department of Communication, University of Teramo.
- Barbara Annicchiarico & Luisa Corrado & Alessandra Pelloni, 2011.
"Long‐Term Growth And Short‐Term Volatility: The Labour Market Nexus,"
Manchester School, University of Manchester, vol. 79(s1), pages 646-672, June.
- Annicchiarico, B. & Corrado, L. & Pelloni, A., 2008. "Long-Term Growth and Short-Term Volatility: The Labour Market Nexus," Cambridge Working Papers in Economics 0823, Faculty of Economics, University of Cambridge.
- Barbara Annicchiarico & Luisa Corrado & Alessandra Pelloni, 2008. "Long-Term Growth and Short-Term Volatility: The Labour Market Nexus," CDMA Working Paper Series 200806, Centre for Dynamic Macroeconomic Analysis.
- Nocetti, Diego & Smith, William T., 2011. "Price uncertainty, saving, and welfare," Journal of Economic Dynamics and Control, Elsevier, vol. 35(7), pages 1139-1149, July.
- Guglielmo Caporale & Luca Onorante & Paolo Paesani, 2012.
"Inflation and inflation uncertainty in the euro area,"
Empirical Economics, Springer, vol. 43(2), pages 597-615, October.
- Guglielmo Maria Caporale & Luca Onorante & Paolo Paesani, 2009. "Inflation and Inflation Uncertainty in the Euro Area," Discussion Papers of DIW Berlin 909, DIW Berlin, German Institute for Economic Research.
- Caporale, Guglielmo Maria & Onorante, Luca & Paesani, Paolo, 2010. "Inflation and inflation uncertainty in the euro area," Working Paper Series 1229, European Central Bank.
- Luca ONORANTE & Guglielmo MARIA CAPORALE & Paolo PAESANI, 2010. "Inflation and Inflation Uncertainty in the Euro Area," EcoMod2010 259600126, EcoMod.
- Guglielmo Maria Caporale & Luca Onorante & Paolo Paesani, 2009. "Inflation and Inflation Uncertainty in the Euro Area," CESifo Working Paper Series 2720, CESifo.
- Rahman, Sajjadur & Serletis, Apostolos, 2012. "Oil price uncertainty and the Canadian economy: Evidence from a VARMA, GARCH-in-Mean, asymmetric BEKK model," Energy Economics, Elsevier, vol. 34(2), pages 603-610.
- Kyuil Chung, 2013. "Capital Inflows and Exchange Rate Volatility in Korea," 2013 Meeting Papers 890, Society for Economic Dynamics.
- Barbara Annicchiarico & Alessandra Pelloni, 2014.
"Productivity growth and volatility: how important are wage and price rigidities?,"
Oxford Economic Papers, Oxford University Press, vol. 66(1), pages 306-324, January.
- Annicchiarico Barbara & Pelloni Alessandra, 2011. "Productivity growth and volatility: How important are wage and price rigidities?," wp.comunite 0089, Department of Communication, University of Teramo.
- Barbara Annicchiarico & Alessandra Pelloni, 2013. "Productivity Growth and Volatility: How Important Are Wage and Price Rigidities?," Working Paper series 02_13, Rimini Centre for Economic Analysis.
- Barbara Annicchiarico & Alessandra Pelloni, 2011. "Productivity Growth and Volatility: How Important are Wage and Price Rigidities?," CEIS Research Paper 211, Tor Vergata University, CEIS, revised 26 Sep 2011.
- Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2018.
"Measuring Uncertainty and Its Impact on the Economy,"
The Review of Economics and Statistics, MIT Press, vol. 100(5), pages 799-815, December.
- Andrea Carriero & Todd E. Clark & Marcellino Massimiliano, 2016. "Measuring Uncertainty and Its Impact on the Economy," Working Papers (Old Series) 1622, Federal Reserve Bank of Cleveland.
- Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2016. "Measuring Uncertainty and Its Impact on the Economy," BAFFI CAREFIN Working Papers 1639, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
- Chang, Dongfeng & Serletis, Apostolos, 2018.
"Oil, Uncertainty, And Gasoline Prices,"
Macroeconomic Dynamics, Cambridge University Press, vol. 22(3), pages 546-561, April.
- Dongfeng Chang & Apostolos Serletis, "undated". "Oil, Uncertainty, and Gasoline Prices," Working Papers 2015-02, Department of Economics, University of Calgary, revised 20 Jan 2015.
- Azad, Nahiyan Faisal & Serletis, Apostolos, 2022. "Spillovers of U.S. monetary policy uncertainty on inflation targeting emerging economies," Emerging Markets Review, Elsevier, vol. 51(PA).
- Chevaughn van der Westhuizen & Renee van Eyden & Goodness C. Aye, 2022. "Is Inflation Uncertainty a Self-Fulfilling Prophecy? The Inflation-Inflation Uncertainty Nexus and Inflation Targeting in South Africa," Working Papers 202254, University of Pretoria, Department of Economics.
- Conrad, Christian & Karanasos, Menelaos & Zeng, Ning, 2010. "The link between macroeconomic performance and variability in the UK," Economics Letters, Elsevier, vol. 106(3), pages 154-157, March.
- Jesus Fernandez-Villaverde & Pablo Guerron-Quintana & Juan F. Rubio-Ramirez & Martin Uribe, 2011.
"Risk Matters: The Real Effects of Volatility Shocks,"
American Economic Review, American Economic Association, vol. 101(6), pages 2530-2561, October.
- Pablo A. Guerron-Quintana & Martin Uribe & Juan Rubio-Ramirez & Jesús Fernández-Villaverde, 2009. "Risk Matters: The Real E¤ects of Volatility Shocks," 2009 Meeting Papers 237, Society for Economic Dynamics.
- Uribe, MartÃn & Rubio-RamÃrez, Juan Francisco & Fernández-Villaverde, Jesús & Guerron-Quintana, Pablo A., 2009. "Risk Matters: The Real Effects of Volatility Shocks," CEPR Discussion Papers 7264, C.E.P.R. Discussion Papers.
- Jesús Fernández-Villaverde & Pablo A. Guerrón-Quintana & Juan Rubio-Ramírez & Martín Uribe, 2009. "Risk Matters: The Real Effects of Volatility Shocks," NBER Working Papers 14875, National Bureau of Economic Research, Inc.
- Pablo Guerron & Martin Uribe & Juan Rubio-Ramirez & Jesus Fernandez-Villaverde, 2010. "Risk Matters: The Real Effects of Volatility Shocks," 2010 Meeting Papers 281, Society for Economic Dynamics.
- Jesus Fernandez-Villaverde & Pablo Guerron-Quintana & Juan F. Rubio-RamÃrez & Martin Uribe, 2009. "Risk Matters: The Real Effects of Volatility Shocks," PIER Working Paper Archive 09-013, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- John Elder & Apostolos Serletis, 2010.
"Oil Price Uncertainty,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(6), pages 1137-1159, September.
- John Elder & Apostolos Serletis, 2010. "Oil Price Uncertainty," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(6), pages 1137-1159, September.
- Tom Doan, "undated". "RATS programs to estimate structural VAR-GARCH-M model," Statistical Software Components RTZ00052, Boston College Department of Economics.
- Imen Mohamed Sghaier, 2020. "Does Financial Development Affect the Economic Growth Gains from Trade Openness?," Economic Alternatives, University of National and World Economy, Sofia, Bulgaria, issue 4, pages 666-682, December.
- Don Bredin & John Elder & Stilianos Fountas, 2011.
"Oil volatility and the option value of waiting: An analysis of the G‐7,"
Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 31(7), pages 679-702, July.
- Don Bredin & John Elder & Stilianos Fountas, 2010. "Oil Volatility and the Option Value of Waiting: An analysis of the G-7," Discussion Paper Series 2010_05, Department of Economics, University of Macedonia, revised Apr 2010.
- Don Bredin & John Elder & Stilianos Fountas, 2010. "Oil Volatility and the Option Value of Waiting: An analysis of the G-7," Working Papers 201004, Geary Institute, University College Dublin.
- Di Bartolomeo, Giovanni & Giuli, Francesco, 2011.
"Fiscal and monetary interaction under monetary policy uncertainty,"
European Journal of Political Economy, Elsevier, vol. 27(2), pages 369-375, June.
- Di Bartolomeo Giovanni & Giuli Francesco, 2009. "Fiscal and monetary interaction under monetary policy uncertainty," wp.comunite 0061, Department of Communication, University of Teramo.
- Imen Mohamed Sghaier, 2018. "Financial Development, Institutions and Economic Growth in North African Countries," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, vol. 21(69), pages 53-72, September.
- Svetlana Makarova, 2014. "Risk and Uncertainty: Macroeconomic Perspective," UCL SSEES Economics and Business working paper series 129, UCL School of Slavonic and East European Studies (SSEES).
- Bouoiyour, Jamal & Selmi, Refk, 2013. "Nonlinearities and the nexus between inflation and inflation uncertainty in Egypt: New evidence from wavelets transform framework," MPRA Paper 52414, University Library of Munich, Germany.
- Kandemir Kocaaslan, Ozge, 2019. "Oil price uncertainty and unemployment," Energy Economics, Elsevier, vol. 81(C), pages 577-583.
- Rahman, Sajjadur, 2016. "Another perspective on gasoline price responses to crude oil price changes," Energy Economics, Elsevier, vol. 55(C), pages 10-18.
- Rahman, Sajjadur & Serletis, Apostolos, 2009. "The effects of exchange rate uncertainty on exports," Journal of Macroeconomics, Elsevier, vol. 31(3), pages 500-507, September.
- Nicholas Apergis & Umit Bulut & Gulbahar Ucler & Serife Ozsahin, 2021. "The causal linkage between inflation and inflation uncertainty under structural breaks: Evidence from Turkey," Manchester School, University of Manchester, vol. 89(3), pages 259-275, June.
- Jean Marcelin B. Brou & Mbodja Mougoué & Eugene Kouassi & Kebaabetswe Thulaganyo & Benjamin K. Acquah, 2022. "Effects of diamond price volatility on stock returns: Evidence from a developing economy," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(1), pages 1025-1043, January.
- Nadia Saleem, 2008. "Measuring Volatility of Inflation in Pakistan," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, vol. 13(2), pages 99-128, Jul-Dec.
- Drew D. Creal & Jing Cynthia Wu, 2017.
"Monetary Policy Uncertainty And Economic Fluctuations,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 58(4), pages 1317-1354, November.
- Drew D. Creal & Jing Cynthia Wu, 2014. "Monetary Policy Uncertainty and Economic Fluctuations," NBER Working Papers 20594, National Bureau of Economic Research, Inc.
- Aisen, Ari & Veiga, Francisco José, 2013.
"How does political instability affect economic growth?,"
European Journal of Political Economy, Elsevier, vol. 29(C), pages 151-167.
- Ari Aisen & Francisco J. Veiga, 2010. "How does political instability affect economic growth?," Working Papers CEB 10-055, ULB -- Universite Libre de Bruxelles.
- Mr. Ari Aisen & Mr. Francisco José Veiga, 2011. "How Does Political Instability Affect Economic Growth?," IMF Working Papers 2011/012, International Monetary Fund.
- Ari Aisen & Francisco José Veiga, 2010. "How does political instability affect economic growth?," NIPE Working Papers 5/2010, NIPE - Universidade do Minho.
- Ari Aisen & Francisco José Veiga, 2010. "How does political instability affect economic growth?," Working Papers Central Bank of Chile 568, Central Bank of Chile.
- Jesús Fernández-Villaverde & Juan Rubio-Ramírez, 2010.
"Macroeconomics and Volatility: Data, Models, and Estimation,"
NBER Working Papers
16618, National Bureau of Economic Research, Inc.
- Rubio-RamÃrez, Juan Francisco & Fernández-Villaverde, Jesús, 2010. "Macroeconomics and Volatility: Data, Models, and Estimation," CEPR Discussion Papers 8169, C.E.P.R. Discussion Papers.
- John Elder, 2019. "Oil price volatility and real options: 35 years of evidence," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 39(12), pages 1549-1564, December.
- repec:rim:rimwps:37-08 is not listed on IDEAS
- Mamadou Abdoulaye KONTE & Cheikh Tidiane NDIAYE, 2012. "Incertitude de l'inflation et croissance économique : le cas de l'UEMOA," LEO Working Papers / DR LEO 753, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
- Lee, Seohyun, 2017. "Three essays on uncertainty: real and financial effects of uncertainty shocks," MPRA Paper 83617, University Library of Munich, Germany.
- Christian Grimme & Steffen Henzel & Elisabeth Wieland, 2014.
"Inflation uncertainty revisited: a proposal for robust measurement,"
Empirical Economics, Springer, vol. 47(4), pages 1497-1523, December.
- Christian Grimme & Steffen Henzel & Elisabeth Wieland, 2011. "Inflation uncertainty revisited: A proposal for robust measurement," ifo Working Paper Series 111, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
- Fuest, Angela & Schmidt, Torsten, 2017.
"Inflation expectation uncertainty, inflation and the output gap,"
Ruhr Economic Papers
673, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- Schmidt, Torsten, 2018. "Inflation Expectation Uncertainty, Inflation and the Outputgap," VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy 181575, Verein für Socialpolitik / German Economic Association.
- Wolassa Lawisso Kumo, 2015. "Working Paper - 216 - Inflation Targeting Monetary Policy, Inflation Volatility and Economic Growth in South Africa," Working Paper Series 2154, African Development Bank.
- Qureshi, Irfan, 2015.
"Monetary Policy Shifts and Central Bank Independence,"
MPRA Paper
81646, University Library of Munich, Germany, revised Sep 2017.
- Qureshi, Irfan, 2017. "Monetary Policy Shifts and Central Bank Independence," The Warwick Economics Research Paper Series (TWERPS) 1139, University of Warwick, Department of Economics.
- Qureshi, Irfan, 2017. "Monetary Policy Shifts and Central Bank Independence," Economic Research Papers 269096, University of Warwick - Department of Economics.
- Don Bredin & John Elder & Stilianos Fountas, 2009. "Macroeconomic Uncertainty and Performance in Asian Countries," Review of Development Economics, Wiley Blackwell, vol. 13(2), pages 215-229, May.
- Glas, Alexander & Hartmann, Matthias, 2016.
"Inflation uncertainty, disagreement and monetary policy: Evidence from the ECB Survey of Professional Forecasters,"
Journal of Empirical Finance, Elsevier, vol. 39(PB), pages 215-228.
- Glas, Alexander & Hartmann, Matthias, 2016. "Inflation uncertainty, disagreement and monetary policy: Evidence from the ECB Survey of Professional Forecasters," Working Papers 0612, University of Heidelberg, Department of Economics.
- Glas, Alexander & Hartmann, Matthias, 2016. "Inflation uncertainty, disagreement and monetary policy: Evidence from the ECB Survey of Professional Forecasters," VfS Annual Conference 2016 (Augsburg): Demographic Change 145888, Verein für Socialpolitik / German Economic Association.
- Amélie Charles & Chew Lian Chua & Olivier Darné & Sandy Suardi, 2020.
"On the pernicious effects of oil price uncertainty on US real economic activities,"
Empirical Economics, Springer, vol. 59(6), pages 2689-2715, December.
- Amélie Charles & Chew Lian Chua & Olivier Darné & Sandy Suardi, 2020. "On the Pernicious Effects of Oil Price Uncertainty on U.S. Real Economic Activities," Post-Print hal-03040689, HAL.
- Kuang‐Liang Chang & Chi‐Wei He, 2010. "Does The Magnitude Of The Effect Of Inflation Uncertainty On Output Growth Depend On The Level Of Inflation?," Manchester School, University of Manchester, vol. 78(2), pages 126-148, March.
- Wisniewski, Tomasz Piotr & Lambe, Brendan John, 2015. "Does economic policy uncertainty drive CDS spreads?," International Review of Financial Analysis, Elsevier, vol. 42(C), pages 447-458.
- Berument, Hakan & Yalcin, Yeliz & Yildirim, Julide, 2009. "The effect of inflation uncertainty on inflation: Stochastic volatility in mean model within a dynamic framework," Economic Modelling, Elsevier, vol. 26(6), pages 1201-1207, November.
- Omotosho, Babatunde S. & Doguwa, Sani I., 2012. "Understanding the dynamics of inflation volatility in Nigeria: A GARCH perspective," MPRA Paper 96125, University Library of Munich, Germany.
- Minchul Shin & Molin Zhong, 2020.
"A New Approach to Identifying the Real Effects of Uncertainty Shocks,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 38(2), pages 367-379, April.
- Minchul Shin & Molin Zhong, 2016. "A New Approach to Identifying the Real Effects of Uncertainty Shocks," Finance and Economics Discussion Series 2016-040, Board of Governors of the Federal Reserve System (U.S.).
- Binder, Carola C., 2017. "Measuring uncertainty based on rounding: New method and application to inflation expectations," Journal of Monetary Economics, Elsevier, vol. 90(C), pages 1-12.
- Mesbah Fathy Sharaf, 2015. "Inflation and Inflation Uncertainty Revisited: Evidence from Egypt," Economies, MDPI, vol. 3(3), pages 1-19, July.
- Bredin, Don & Fountas, Stilianos, 2009. "Macroeconomic uncertainty and performance in the European Union," Journal of International Money and Finance, Elsevier, vol. 28(6), pages 972-986, October.
- Elder, John, 2020. "Employment and energy uncertainty," The Journal of Economic Asymmetries, Elsevier, vol. 21(C).
- Njindan Iyke, Bernard, 2016. "Real Output and Oil Price Uncertainty: Evidence from an Oil Producing Country," MPRA Paper 71307, University Library of Munich, Germany, revised 01 Apr 2016.
- John Elder, 2004. "Some empirical evidence on the real effects of nominal volatility," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 28(1), pages 1-13, March.
- Ekpeyong, Paul, 2023. "Analysis of the dynamic of inflation process in Nigeria: An application of GARCH modelling," MPRA Paper 118128, University Library of Munich, Germany.
- Rehab OSMAN, 2010. "SADC EPAs with the EU: the Right or a Blight Way for Development," EcoMod2010 259600127, EcoMod.
- Stefan Franz Schubert & Udo Broll, 2015. "Consumption, inflation risk and dynamic hedging," Contemporary Economics, University of Economics and Human Sciences in Warsaw., vol. 9(2), June.
- Aaron D. Smallwood, 2022. "Inference in Misspecified GARCH‐M Models," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 84(2), pages 334-355, April.
- Nam, Kyungsik, 2021. "Investigating the effect of climate uncertainty on global commodity markets," Energy Economics, Elsevier, vol. 96(C).
- Bedri Kamil Onur Taş, 2012.
"Inflation Targeting and Inflation Uncertainty,"
Scottish Journal of Political Economy, Scottish Economic Society, vol. 59(3), pages 283-297, July.
- Bedri Kamil Onur Tas, 2009. "Inflation Targeting and Inflation Uncertainty," Working Papers 0907, TOBB University of Economics and Technology, Department of Economics.
- Kushal Banik Chowdhury & Srikanta Kundu & Nityananda Sarkar, 2018. "Regime‐dependent effects of uncertainty on inflation and output growth: evidence from the United Kingdom and the United States," Scottish Journal of Political Economy, Scottish Economic Society, vol. 65(4), pages 390-413, September.
- Yao Zheng & Eric Osmer, 2018. "The Relationship between Hedge Fund Performance and Stock Market Sentiment," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 21(03), pages 1-29, September.
- Menelaos Karanasos & Ning Zeng, 2013. "Conditional heteroskedasticity in macroeconomics data: UK inflation, output growth and their uncertainties," Chapters, in: Nigar Hashimzade & Michael A. Thornton (ed.), Handbook of Research Methods and Applications in Empirical Macroeconomics, chapter 12, pages 266-288, Edward Elgar Publishing.
- Christidou Maria & Fountas Stilianos, 2018.
"Uncertainty in the housing market: evidence from US states,"
Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 22(2), pages 1-17, April.
- Maria Christidou & Stilianos Fountas, 2017. "Uncertainty in the housing market: Evidence from the US states," Discussion Paper Series 2017_08, Department of Economics, University of Macedonia, revised Aug 2017.
- M. Berument & Yeliz Yalcin & Julide Yildirim, 2011. "The inflation and inflation uncertainty relationship for Turkey: a dynamic framework," Empirical Economics, Springer, vol. 41(2), pages 293-309, October.
- David Fielding, 2008. "Inflation Volatility and Economic Development: Evidence from Nigeria," Working Papers 0807, University of Otago, Department of Economics, revised Sep 2008.
- Kushal Banik Chowdhury & Kaustav Kanti Sarkar & Srikanta Kundu, 2021. "Nonlinear relationships between inflation, output growth and uncertainty in India: New evidence from a bivariate threshold model," Bulletin of Economic Research, Wiley Blackwell, vol. 73(3), pages 469-493, July.
- Elder, John & Payne, James E., 2023. "Racial and ethnic disparities in unemployment and oil price uncertainty," Energy Economics, Elsevier, vol. 119(C).
- Asad Dossani & John Elder, 2024. "Uncertainty and investment: Evidence from domestic oil rigs," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 44(2), pages 323-340, February.
- Imen Mohamed Sghaier, 2023. "Trade openness, financial development and economic growth in North African countries," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(2), pages 1729-1740, April.
- Shuping Shi & Peter C. B. Phillips & Stan Hurn, 2018.
"Change Detection and the Causal Impact of the Yield Curve,"
Journal of Time Series Analysis, Wiley Blackwell, vol. 39(6), pages 966-987, November.
- Stan Hurn & Peter C B Phillips & Shuping Shi, 2015. "Change Detection and the Casual Impact of the Yield Curve," NCER Working Paper Series 107, National Centre for Econometric Research.
- Stan Hurn & Peter C. B. Phillips & Shu-Ping Shi, 2016. ""Change Detection and the Causal Impact of the Yield Curve," Cowles Foundation Discussion Papers 2058, Cowles Foundation for Research in Economics, Yale University.
- Gürkan Bozma & Murat Akadg & Rahman Aydin, 2021. "Dynamic Relationships between Oil Price, Inflation and Economic Growth: A VARMA, GARCH-in-mean, asymmetric BEKK Model for Turkey," Economics Bulletin, AccessEcon, vol. 41(3), pages 1266-1281.
- Vivek Ghosal & Yang Ye, 2015.
"Uncertainty and the employment dynamics of small and large businesses,"
Small Business Economics, Springer, vol. 44(3), pages 529-558, March.
- Vivek Ghosal & Yang Ye, 2014. "Uncertainty and the Employment Dynamics of Small and Large Businesses," CESifo Working Paper Series 5059, CESifo.
- Vivek Ghosal & Yang Ye, 2015. "Uncertainty and the Employment Dynamics of Small and Large Businesses," IMF Working Papers 2015/004, International Monetary Fund.
- Aye, Goodness C. & Dadam, Vincent & Gupta, Rangan & Mamba, Bonginkosi, 2014. "Oil price uncertainty and manufacturing production," Energy Economics, Elsevier, vol. 43(C), pages 41-47.
- Dew-Becker, Ian & Giglio, Stefano & Kelly, Bryan, 2021.
"Hedging macroeconomic and financial uncertainty and volatility,"
Journal of Financial Economics, Elsevier, vol. 142(1), pages 23-45.
- Ian Dew-Becker & Stefano Giglio & Bryan T. Kelly, 2019. "Hedging Macroeconomic and Financial Uncertainty and Volatility," NBER Working Papers 26323, National Bureau of Economic Research, Inc.
- Giglio, Stefano & Dew-Becker, Ian & Kelly, Bryan, 2020. "Hedging macroeconomic and financial uncertainty and volatility," CEPR Discussion Papers 15239, C.E.P.R. Discussion Papers.
- Hachula, Michael & Hoffmann, Sebastian, 2015. "The output effects of commodity price volatility: Evidence from exporting countries," Discussion Papers 2015/29, Free University Berlin, School of Business & Economics.
- Cheikh Tidiane Ndiaye & Mamadou Abdoulaye Konte, 2012. "Incertitude de l'inflation et croissance économique : le cas de l'UEMOA," Working Papers halshs-00828156, HAL.
- Fountas, Stilianos, 2010.
"Inflation, inflation uncertainty and growth: Are they related?,"
Economic Modelling, Elsevier, vol. 27(5), pages 896-899, September.
- Stilianos Fountas, 2010. "Inflation, inflation uncertainty and growth: are they related ?," Discussion Paper Series 2010_12, Department of Economics, University of Macedonia, revised Dec 2010.
- Goodness C. Aye & Giray Gozgor & Rangan Gupta, 2020.
"Dynamic and Asymmetric Response of Inequality to Income Volatility: The Case of the United Kingdom,"
Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 147(3), pages 747-762, February.
- Goodness C. Aye & Giray Gozgor & Rangan Gupta, 2018. "Dynamic and Asymmetric Response of Inequality to Income Volatility: The Case of the United Kingdom," Working Papers 201821, University of Pretoria, Department of Economics.
- Anuli Regina Ogbuagu & Dennis Brown Ewubare, 2015. "Financial Integration, Exchange Rate Stability and Macroeconomic Variables in Nigeria: ¡°A Structural Impact¡±," Research in World Economy, Research in World Economy, Sciedu Press, vol. 6(3), pages 36-54, September.
- repec:bla:ausecr:v:46:y:2013:i:4:p:444-459 is not listed on IDEAS
- Paolo Guarda & Abdelaziz Rouabah, 2015. "Is the financial sector Luxembourg?s engine of growth?," BCL working papers 97, Central Bank of Luxembourg.
- Ghosal, Vivek & Ye, Yang, 2019. "The impact of uncertainty on the number of businesses," Journal of Economics and Business, Elsevier, vol. 105(C).
- Garriga, Ana Carolina & Rodriguez, Cesar M., 2023. "Central bank independence and inflation volatility in developing countries," Economic Analysis and Policy, Elsevier, vol. 78(C), pages 1320-1341.
- Amélie Charles & Chew Lian Chua & Olivier Darné & Sandy Suardi, 2021.
"Oil price shocks, real economic activity and uncertainty,"
Bulletin of Economic Research, Wiley Blackwell, vol. 73(3), pages 364-392, July.
- Amélie Charles & Chew Lian Chua & Olivier Darné & Sandy Suardi, 2021. "Oil Price Shocks, Real Economic Activity and Uncertainty," Post-Print hal-03284089, HAL.
- Wojciech Charemza & Carlos Diaz Vela & Svetlana Makarova, 2013.
"Inflation fan charts, monetary policy and skew normal distribution,"
Discussion Papers in Economics
13/06, Division of Economics, School of Business, University of Leicester.
- Wojciech Charemza & Carlos Diaz & Svetlana Makarova, 2014. "Term Structure Of Inflation Forecast Uncertainties And Skew Normal Distributions," Discussion Papers in Economics 14/01, Division of Economics, School of Business, University of Leicester.
- Wojciech Charemza & Carlos Díaz & Svetlana Makarova, 2015. "Ex-post Inflation Forecast Uncertainty and Skew Normal Distribution: ‘Back from the Future’ Approach," Discussion Papers in Economics 15/09, Division of Economics, School of Business, University of Leicester.
- Zheng, Yao & Osmer, Eric, 2021. "Housing price dynamics: The impact of stock market sentiment and the spillover effect," The Quarterly Review of Economics and Finance, Elsevier, vol. 80(C), pages 854-867.
- Sajjadur Rahman, 2018. "The Lucas hypothesis on monetary shocks: evidence from a GARCH-in-mean model," Empirical Economics, Springer, vol. 54(4), pages 1411-1450, June.
- Chih-Chuan Yeh & Kuan-Min Wang & Yu-Bo Suen, 2011. "A quantile framework for analysing the links between inflation uncertainty and inflation dynamics across countries," Applied Economics, Taylor & Francis Journals, vol. 43(20), pages 2593-2602.
- Barbara Annicchiarico & Luisa Corrado & Alessandra Pelloni, 2008. "Volatility, Growth and Labour Elasticity," Working Paper series 32_08, Rimini Centre for Economic Analysis.
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