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Displaying results 1 to 8 of 8.

  1. Financial market volatility and inflation uncertainty
    an empirical investigation
    Author: Döpke, Jörg; Pierdzioch, Christian
    Published: 1999
    Publisher:  Inst. of World Economics, Kiel

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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Print
    RVK Categories: QD 000
    DDC Categories: 330; 380; 650; 670
    Series: Kiel working papers ; No. 913
    Subjects: Inflation; Risiko; Kapitalmarkt; Volatilität; Schätzung; :z Geschichte 1968-1998
    Other subjects: (stw)1968-1998; (stw)Inflation; (stw)Risiko; (stw)Finanzmarkt; (stw)Volatilität; (stw)Schätzung; (stw)Deutschland; jel:E31; jel:C32; Inflation uncertainty; financial market volatility; GARCH models; Grangers-causality; Inflation (STW); Risiko (STW); Finanzmarkt (STW); Volatilität (STW); Schätzung (STW); Deutschland (STW); Arbeitspapier; Graue Literatur; Buch
    Scope: 14 S., graph. Darst., 21 cm
    Notes:

    Literaturverz. S. 13 - 14
  2. Financial market volatility and inflation uncertainty
    An empirical investigation
    Author: Döpke, Jörg; Pierdzioch, Christian
    Published: 2011
    Publisher:  ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften, Leibniz-Informationszentrum Wirtschaft, Kiel

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  3. Measuring inflation uncertainty in Turkey
    Author: Gülşen, Eda; Kara, Hakan
    Published: May 2019
    Publisher:  Central Bank of the Republic of Turkey, Head Office, Structural Economic Research Department, Ankara, Turkey

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    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    VS 496
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: Working paper / Türkiye Cumhuriyet Merkez Bankası ; no: 19, 12 (May 2019)
    Subjects: Inflation uncertainty; Inflation; Survey data; Density forecasts; Disagreement
    Scope: 1 Online-Ressource (circa 23 Seiten), Illustrationen
  4. Fluctuations in economic uncertainty and transmission of monetary policy shocks
    evidence using daily surveys from Brazil
    Author: Burjack, Rafael; Qu, Ritong; Timmermann, Allan
    Published: 04 November 2019
    Publisher:  Centre for Economic Policy Research, London

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    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    LZ 161
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    Location:
    Universitätsbibliothek Mannheim
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: Array ; DP14097
    Subjects: Inflation uncertainty; term structure; monetary policy shocks
    Scope: 1 Online-Ressource (circa 67 Seiten), Illustrationen
  5. Causal relationships between inflation and inflation uncertainty
    Author: Barnett, William A.; Jawadi, Fredj; Ftiti, Zied
    Published: June 19, 2020
    Publisher:  University of Kansas, Department of Economics, Lawrence, Kansas

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    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    VS 526
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: Working papers series in theoretical and applied economics ; 2020, 10
    Subjects: Inflation,; Inflation uncertainty; Output growth; Frequency approach; Wavelet; Semi-parametric approach; Stochastic volatility
    Scope: 1 Online-Ressource (circa 52 Seiten), Illustrationen
  6. Is inflation uncertainty a self-fulfilling prophecy?
    the inflation-inflation uncertainty nexus and inflation targeting in South Africa
    Author: Van Der Westhuizen, Chevaughn; Van Eyden, Reneé; Aye, Goodness C.
    Published: [2022]
    Publisher:  Department of Economics, University of Pretoria, Pretoria, South Africa

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    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    ZSS 52
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    hdl: 11159/12638
    Series: Department of Economics working paper series / Department of Economics, University of Pretoria ; 2022, 54 (November 2022)
    Subjects: Inflation; Inflation uncertainty; Inflation targeting; Friedman-Ball hypothesis; Cukierman-Meltzer hypothesis; GARCH modelling; time-varying causality test
    Scope: 1 Online-Ressource (circa 40 Seiten), Illustrationen
  7. The causal relationships between inflation and inflation uncertainty
    Author: Barnett, William A.; Ftiti, Zied; Jawadi, Fredj
    Published: April 8, 2018
    Publisher:  University of Kansas, Department of Economics, Lawrence, Kansas

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    VS 526
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    Content information
    Volltext (kostenfrei)
    Volltext (kostenfrei)
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: Working papers series in theoretical and applied economics ; 2018, 03
    Subjects: Inflation; Inflation uncertainty; Frequency approach; Wavelet; Semi-parametric approach; Stochastic volatility
    Scope: 1 Online-Ressource (circa 45 Seiten), Illustrationen
  8. Cross sectional evidence on the relation between monetary policy, macroeconomic conditions and low-frequency inflation uncertainty
    conference paper
    Author: Conrad, Christian; Hartmann, Matthias
    Published: 2014
    Publisher:  ZBW, [Kiel

    In this study, we examine how the interaction between monetary policy and macroeconomic conditions affects inflation uncertainty in the long-term. The unobservable inflation uncertainty is quantified by means of the slowly evolving unconditional... more

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    HeiBIB - Die Heidelberger Universitätsbibliographie
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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    DSM 13
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    In this study, we examine how the interaction between monetary policy and macroeconomic conditions affects inflation uncertainty in the long-term. The unobservable inflation uncertainty is quantified by means of the slowly evolving unconditional variance component of inflation in the framework of the semiparametric Spline-GARCH model (Engle and Rangel, 2008). For a cross section of 13 developed economies, we find that long-term inflation uncertainty is high if central bank governors are perceived as less inflation-averse, if the conduct of monetary policy is rather ad-hoc than rule-based and in economies with a low degree of central bank independence.

     
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    Volltext (kostenfrei)
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    hdl: 10419/100477
    Edition: Preliminary draft
    Series: Array ; V2
    Subjects: Inflation uncertainty; Central banking; Spline-GARCH
    Scope: Online-Ressource (48 S.), graph. Darst.