Another Perspective on the Effects of Inflation Uncertainty

By J. Elder. 2004

227 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/6b30de4dbe3c6145beb3b3ae95c333c9f6375664

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Citations in the corpus

Inflation Uncertainty, Output Growth Uncertainty and Macroeconomic Performance (2006, methodology): “These studies are, with a few exceptions, limited to US data (Grier and Perry, 2000; Grier et al., 2004; Elder, 2004).”
An Impulse-Response Function for a Vector Autoregression with Multivariate-Garch-In-Mean (2002, background): “This latter channel has been the topic of considerable theoretical research (see, for example, Dotsey and Sarte (2000) and Friedman (1977)) as well as empirical research (see, for example Grier and Perry (2000) and Elder (2003)).”
Measuring Uncertainty and Its Impact on the Economy (2016, unknown): “Then draws of π(j) can be obtained from: π(j)|π(1:j−1), A, β, f1:T ,m1:T , h1:T , y1:T ∼ N(μ̄π(j) ,Ωπ(j)), (27) with μ̄π(j) = Ωπ(j) { T ∑ t=1 Xj,tλ −1 j,t y ∗′ j,t + Ω −1 π(j) (μ π(j) ) } , (28) Ω −1 π(j) = Ω −1 π(j) + T ∑ t=1 Xj,tλ −1 j,tX ′ j,t, (29) (9)Since the triangularization obtains computat”
THE ASYMMETRIC EFFECTS OF OIL PRICE SHOCKS (2011, background): “…and Serletis (2010) examined the direct effects of oil price uncertainty on real economic activity in the United States, over the modern OPEC period, in the context of a structural VAR that is modified to accommodate GARCH-in-mean errors, as detailed in Engle and Kroner (1995) and Elder (2004).”
Political instability and inflation volatility (2006, background): “According to Fischer et al. (2002), there is a strong positive relationship between inflation levels and volatility.”
How Does Political Instability Affect Economic Growth? (2010, unknown): “See, among others, Edison et al. (2002) and Elder (2004); • Government (%GDP) (PWT).”
Risk Matters: The Real Effects of Volatility Shocks (2009, unknown): “Grier and Perry (2000) and Fountas and Karanasos (2007) relate in ation and output volatility with average output growth while Elder (2004) links nominal and real volatility.”