| Title |
The Relationship between Inflation and Inflation Uncertainty. Empirical Evidence for the Newest EU Countries
|
|---|---|
| Published in |
PLOS ONE, March 2014
|
| DOI | 10.1371/journal.pone.0091164 |
| Pubmed ID | |
| Authors |
Daniela Viorica, Danut Jemna, Carmen Pintilescu, Mircea Asandului |
| Abstract |
The objective of this paper is to verify the hypotheses presented in the literature on the causal relationship between inflation and its uncertainty, for the newest EU countries. To ensure the robustness of the results, in the study four models for inflation uncertainty are estimated in parallel: ARCH (1), GARCH (1,1), EGARCH (1,1,1) and PARCH (1,1,1). The Granger method is used to test the causality between two variables. The working hypothesis is that groups of countries with a similar political and economic background in 1990 and are likely to be characterized by the same causal relationship between inflation and inflation uncertainty. Empirical results partially confirm this hypothesis. |
X Demographics
The data shown below were collected from the profiles of 2 X users who shared this research output. Click here to find out more about how the information was compiled.
Geographical breakdown
| Country | Count | As % |
|---|---|---|
| United States | 1 | 50% |
| Unknown | 1 | 50% |
Demographic breakdown
| Type | Count | As % |
|---|---|---|
| Members of the public | 2 | 100% |
Mendeley readers
The data shown below were compiled from readership statistics for 23 Mendeley readers of this research output. Click here to see the associated Mendeley record.
Geographical breakdown
| Country | Count | As % |
|---|---|---|
| Unknown | 23 | 100% |
Demographic breakdown
| Readers by professional status | Count | As % |
|---|---|---|
| Student > Ph. D. Student | 4 | 17% |
| Student > Bachelor | 3 | 13% |
| Lecturer | 2 | 9% |
| Student > Master | 2 | 9% |
| Researcher | 1 | 4% |
| Other | 2 | 9% |
| Unknown | 9 | 39% |
| Readers by discipline | Count | As % |
|---|---|---|
| Economics, Econometrics and Finance | 9 | 39% |
| Business, Management and Accounting | 4 | 17% |
| Social Sciences | 1 | 4% |
| Unknown | 9 | 39% |