Discovering the Link between Algerian Inflation and Inflation Uncertainty Using Markov Switching Model

The Relation Between Inflation and Inflation Uncertainty In Iran

Relationship between Inflation and Inflation Uncertainty in Iran: An Application of SETAR-GARCH Model

The purpose of this paper is to investigate the relationship between the inflation and inflation uncertainty in Iran. Using mixed models of self-exciting threshold autoregressive (SETAR) and generalized autoregressive conditional heteroskedasticity (GARCH), the inflation behaviors are examined for the period 1990M05-2013M10. This approach allows testing the hypotheses of Friedman-Ball, Pourgera...

the relation between inflation and inflation uncertainty in iran

Investigation of the Impact of Structural Break on the Relationship between Inflation and Inflation Uncertainty in the Turkish Economy

This article examines the relationship between inflation and inflation uncertainty in the Turkish economy in this period 2004:01-2014:12. This relationship is explored in two ways: a) with the effect of structural breaks; b) without the effect of structural breaks. In fact, with regard to the main structural break have occurred over this period, we examine whether structural break has affected ...

A Markov-switching Model of Inflation in Australia

Economic Group Reserve Bank of Australia The opinions expressed in this paper are those of the author and should not be attributed to the Reserve Bank of Australia. The paper has benefited from comments by Alison Tarditi.