Time-Varying Relationship between Inflation and Inflation Uncertainty

Hou, CH

Hou, CH (reprint author), Hunan Univ, Ctr Econ Finance & Management Studies, Changsha, Hunan, Peoples R China.

OXFORD BULLETIN OF ECONOMICS AND STATISTICS, 2020; 82 (1): 83

Abstract

This paper investigates whether the relationship between inflation and inflation uncertainty has changed and whether the change in this relationship h......

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