Inflation Uncertainty, Output Growth Uncertainty and Macroeconomic Performance
By Stilianos Fountas, Menelaos Karanasos, Jinki Kim. 2006
211 citations recorded by the source corpus.
Subfields: Economics and Econometrics
View Paper: https://www.semanticscholar.org/paper/ad52d0a3067a9346a33003bbbd514d5d31821e89
How researchers see this paper
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In Economics and Econometrics
- Menelaos Karanasos
- Stilianos Fountas
- Zhi Su
- Tae-Hwy Lee
- Tong Fang
- Christian Conrad
- Juan-Carlos Escanciano
- Andrew J. Patton
Citations in the corpus
- Inflation, output growth, and nominal and real uncertainty: Empirical evidence for the G7 (2007, background): “7 Grier and Perry (2000) and Fountas et al. (2002, 2006) have also estimated the bivariate system imposing”
- Predicting the long-term stock market volatility: A GARCH-MIDAS model with variable selection (2020, background): “3 The volatility estimated by GARCH(1,1) model is also seen as macroeconomic or inflation uncertainty (Caporale and McKiernan, 1998; Fountas et al., 2006).”