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The effects of real and nominal uncertainty on inflation and output growth: some garch-m evidence. (2000). Grier, Kevin ; Perry, Mark J..
In: Journal of Applied Econometrics.
RePEc:jae:japmet:v:15:y:2000:i:1:p:45-58.

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  90. Mean-variance cointegration and the expectations hypothesis. (2014). Weber, Enzo ; Strohsal, Till.
    In: Quantitative Finance.
    RePEc:taf:quantf:v:14:y:2014:i:11:p:1983-1997.

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  91. Testing Second-Order Dynamics for Autoregressive Processes in Presence of Time-Varying Variance. (2014). RAÏSSI, HAMDI ; Rassi, Hamdi ; Patilea, Valentin.
    In: Journal of the American Statistical Association.
    RePEc:taf:jnlasa:v:109:y:2014:i:507:p:1099-1111.

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  92. Interest-rate volatility and volatility transmission in nine Latin American countries. (2014). Hegerty, Scott.
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:24:y:2014:i:13:p:927-937.

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  93. ARCH and structural breaks in United States inflation. (2014). Russell, Bill.
    In: Applied Economics Letters.
    RePEc:taf:apeclt:v:21:y:2014:i:14:p:973-978.

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  94. Economic uncertainty and growth performance: a macroeconomic modeling analysis for Pakistan. (2014). Fatima, Amber ; Waheed, Abdul.
    In: Quality & Quantity: International Journal of Methodology.
    RePEc:spr:qualqt:v:48:y:2014:i:3:p:1361-1387.

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  95. Inflation uncertainty revisited: a proposal for robust measurement. (2014). Wieland, Elisabeth ; Henzel, Steffen ; Grimme, Christian.
    In: Empirical Economics.
    RePEc:spr:empeco:v:47:y:2014:i:4:p:1497-1523.

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  96. The link between economic growth and growth volatility. (2014). Lin, Shu-Chin ; Kim, Dong-Hyeon.
    In: Empirical Economics.
    RePEc:spr:empeco:v:46:y:2014:i:1:p:43-63.

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  97. Factor-Specific Productivity. (2014). Piper, Brian .
    In: Working Papers.
    RePEc:shs:wpaper:1401.

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  98. Causality between Inflation and Inflation Uncertainty in South Africa: Evidence from a Markov-Switching Vector Autoregressive Model. (2014). GUPTA, RANGAN ; van Eyden, Renee ; Ben Nasr, Adnen ; Balcilar, Mehmet ; Ajmi, Ahdi Noomen ; Aye, Goodness C..
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    RePEc:pre:wpaper:201453.

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  99. Reassessing Vulnerability to Macroeconomic Volatility: a nonstationary panel approach. (2014). Mbome, Marie Silvere ; Clevenot, Mickael .
    In: Working Papers.
    RePEc:hal:wpaper:hal-00951544.

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  100. Reassessing Vulnerability to Macroeconomic Volatility: a nonstationary panel approach. (2014). mbome, marie ; Clévenot, Mickaël ; Clevenot, Mickael .
    In: CEPN Working Papers.
    RePEc:hal:cepnwp:hal-00951544.

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  101. Inflation, inflation uncertainty and output growth: what does the data say for Malaysia?. (2014). Soon, Siew-Voon ; Baharumshah, Ahmad Zubaidi.
    In: Journal of Economic Studies.
    RePEc:eme:jespps:v:41:y:2014:i:3:p:370-386.

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  102. Cross-sectional evidence on the relation between monetary policy, macroeconomic conditions and low-frequency inflation uncertainty. (2014). Conrad, Christian ; Hartmann, Matthias .
    In: Working Papers.
    RePEc:awi:wpaper:0574.

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  103. Identifying Volatility Signals from Time-Varying Simultaneous Stock Market Interaction. (2013). Weber, Enzo ; Strohsal, Till.
    In: Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order.
    RePEc:zbw:vfsc13:79903.

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  104. Inflation, inflation uncertainty and output in Tunisia. (2013). Lean, Hooi Hooi ; Hachicha, Ahmed ; Hooi, Lean Hooi .
    In: Economics Discussion Papers.
    RePEc:zbw:ifwedp:20131.

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  105. Inflation, inflation uncertainty and growth in the Iranian economy: an application of BGARCH-M model with BEKK approach. (2013). KATIRCIOGLU, SALIH ; Heidari, Hassan ; Bashiri, Sahar .
    In: Journal of Business Economics and Management.
    RePEc:taf:jbemgt:v:14:y:2013:i:5:p:819-832.

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  106. Is Volatility Good for Growth? Evidence from the G7. (2013). Pelloni, Alessandra ; Sensier, Marianne ; Andreou, Elena.
    In: CEIS Research Paper.
    RePEc:rtv:ceisrp:258.

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  107. Productivity Growth and Volatility: How Important Are Wage and Price Rigidities?. (2013). Pelloni, Alessandra ; Annicchiarico, Barbara.
    In: Working Paper series.
    RePEc:rim:rimwps:02_13.

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  108. Inflation Uncertainty, Output Growth Uncertainty and Macroeconomic Performance: Comparing Alternative Exchange Rate Regimes in Eastern Europe. (2013). Nenovsky, Nikolay ; KEBEWAR, Mazen ; Khan, muhammad ; Bhatti, muhammad khan Bhatti.
    In: MPRA Paper.
    RePEc:pra:mprapa:45523.

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  109. Inflation Uncertainty, Output Growth Uncertainty and Macroeconomic Performance: Comparing Alternative Exchange Rate Regimes in Eastern Europe. (2013). Nenovsky, Nikolay ; KEBEWAR, Mazen ; Khan, muhammad ; Bhatti, muhammad khan Bhatti.
    In: Working Papers.
    RePEc:hal:wpaper:halshs-00804556.

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  110. Conditional heteroskedasticity in macroeconomics data: UK inflation, output growth and their uncertainties. (2013). Karanasos, Menelaos ; Zeng, Ning .
    In: Chapters.
    RePEc:elg:eechap:14327_12.

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  111. The inflation–output nexus: Empirical evidence from India, South Africa, and Brazil. (2013). Narayan, Seema.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:28:y:2013:i:c:p:19-34.

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  112. Macroeconomic uncertainty, inflation and growth: Regime-dependent effects in the G7. (2013). Savva, Christos ; Neanidis, Kyriakos.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:35:y:2013:i:c:p:81-92.

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  113. Estimating United States Phillips curves with expectations consistent with the statistical process of inflation. (2013). Chowdhury, Rosen Azad ; Russell, Bill.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:35:y:2013:i:c:p:24-38.

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  114. Inflation, output and uncertainty in the era of inflation targeting – A multi-economy view on causal linkages. (2013). Roestel, Jan ; Hartmann, Matthias .
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:37:y:2013:i:c:p:98-112.

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  115. Arch and Structural Breaks in United States Inflation. (2013). Russell, Bill.
    In: SIRE Discussion Papers.
    RePEc:edn:sirdps:540.

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  116. Dynamics of Monetary Policy Uncertainty and the Impact on the Macroeconomy. (2013). Murray, James ; Herro, Nicholas .
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-11-00249.

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  117. ARCH and structural breaks in United States inflation. (2013). Russell, Bill.
    In: Dundee Discussion Papers in Economics.
    RePEc:dun:dpaper:277.

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  118. Dimensions of macroeconomic uncertainty: A common factor analysis. (2013). Henzel, Steffen ; Rengel, Malte.
    In: ifo Working Paper Series.
    RePEc:ces:ifowps:_167.

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  119. Asymmetric and Time-Varying Causality between Inflation and Inflation Uncertainty in G-7 Countries. (2013). Ozdemir, Zeynel ; Balcilar, Mehmet.
    In: Scottish Journal of Political Economy.
    RePEc:bla:scotjp:v:60:y:2013:i:1:p:1-42.

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  120. Effect of Inflation Targeting on Inflation Uncertainty: A SWARCH Analysis. (2013). Tas, Bedri ; Ertugrul, Hasan ; Onur, Bedri Kamil.
    In: Australian Economic Review.
    RePEc:bla:ausecr:v:46:y:2013:i:4:p:444-459.

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  121. Estimation, Testing, and Finite Sample Properties of Quasi-Maximum Likelihood Estimators in GARCH-M Models. (2012). Phillips, Garry ; Iglesias, Emma ; Garry D. A. Phillips, ; Garry D. A. Phillips, .
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    RePEc:taf:emetrv:v:31:y:2012:i:5:p:532-557.

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  122. Inflation and inflation uncertainty in the euro area. (2012). Paesani, Paolo ; onorante, luca ; Caporale, Guglielmo Maria.
    In: Empirical Economics.
    RePEc:spr:empeco:v:43:y:2012:i:2:p:597-615.

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  123. The Impact of Inflation Uncertainty on Economic Growth: A MRS-IV Approach. (2012). Mouratidis, Kostas ; Caglayan, Mustafa ; Kandemir, Ozge .
    In: Working Papers.
    RePEc:shf:wpaper:2012025.

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  124. Inflation Volatility, Institutions, and Economic Growth. (2012). Emara, Noha.
    In: Global Journal of Emerging Market Economies.
    RePEc:sae:emeeco:v:4:y:2012:i:1:p:29-53.

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  125. Inflation, Inflation Uncertainty and Output Growth: Recent Evidence from ASEAN-5 Countries. (2012). Fountas, Stilianos ; Baharumshah, Ahmad Zubaidi ; Mohd, Siti Hamizah.
    In: Discussion Paper Series.
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  126. Incertitude de linflation et croissance économique : le cas de lUEMOA. (2012). Ndiaye, Cheikh Tidiane ; Konte, Mamadou Abdoulaye .
    In: LEO Working Papers / DR LEO.
    RePEc:leo:wpaper:753.

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  127. Incertitude de linflation et croissance économique : le cas de lUEMOA. (2012). Ndiaye, Cheikh Tidiane ; Konte, Mamadou Abdoulaye .
    In: Working Papers.
    RePEc:hal:wpaper:halshs-00828156.

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  128. The measurement and behavior of uncertainty: evidence from the ECB Survey of Professional Forecasters. (2012). Tracy, Joseph ; Rich, Robert ; Song, Joseph .
    In: Staff Reports.
    RePEc:fip:fednsr:588.

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  129. Inflation and inflation uncertainty: A dynamic framework. (2012). YILDIRIM, JULIDE ; Yalcin, Yeliz ; Berument, Hakan.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:391:y:2012:i:20:p:4816-4826.

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  130. The impacts of regime-switching structures and fat-tailed characteristics on the relationship between inflation and inflation uncertainty. (2012). Chang, Kuang-Liang.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:34:y:2012:i:2:p:523-536.

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  131. Estimating United States Phillips Curves With Expectations Consistent With The Statistical Process Of Inflation. (2012). Russell, Bill ; Chowdhury, Rosen Azad .
    In: SIRE Discussion Papers.
    RePEc:edn:sirdps:316.

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  132. ESTIMATING UNITED STATES PHILLIPS CURVES WITH EXPECTATIONS CONSISTENT WITH THE STATISTICAL PROCESS OF INFLATION. (2012). Chowdhury, Rosen Azad ; Russell, Bill.
    In: Dundee Discussion Papers in Economics.
    RePEc:dun:dpaper:265.

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  133. Inflation and Inflation Volatility Revisited. (2012). Lin, Shu-Chin ; Kim, Dong-Hyeon.
    In: International Finance.
    RePEc:bla:intfin:v:15:y:2012:i:3:p:327-345.

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  134. Tails of Inflation Forecasts and Tales of Monetary Policy. (2012). Idier, Julien ; Andrade, Philippe ; Ghysels, E..
    In: Working papers.
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  135. Modelling Inflation Using Markov Switching Models: Case of Poland, 1992 – 2005. (2011). Zwiernik, Piotr ; Żochowski, Dawid ; Bialowolski, Piotr ; Biaowolski, Piotr .
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    RePEc:wsd:irgpim:v:86:y:2011:i:2:p:185-199.

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  136. Modelling Inflation Using Markov Switching Models: Case of Poland, 1992 – 2005. (2011). Ochowski, Dawid ; Zwiernik, Piotr ; Biaowolski, Piotr .
    In: Prace i Materiały.
    RePEc:wsd:irgpim:v:86:y:2011:i:1:p:185-199.

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  137. Productivity growth and volatility: How important are wage and price rigidities?. (2011). Pelloni, Alessandra ; Annicchiarico, Barbara ; Barbara, Annicchiarico ; Alessandra, Pelloni .
    In: wp.comunite.
    RePEc:ter:wpaper:0089.

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  138. Inflation uncertainty and economic growth: evidence from the LAD ARCH model. (2011). Baharumshah, Ahmad Zubaidi ; Hamzah, Nor Aishah ; Shamsul Rijal Muhammad Sabri, .
    In: Journal of Applied Statistics.
    RePEc:taf:japsta:v:38:y:2011:i:1:p:195-206.

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  139. The inflation and inflation uncertainty relationship for Turkey: a dynamic framework. (2011). YILDIRIM, JULIDE ; Yalcin, Yeliz ; Berument, Hakan.
    In: Empirical Economics.
    RePEc:spr:empeco:v:41:y:2011:i:2:p:293-309.

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  140. Productivity Growth and Volatility: How Important are Wage and Price Rigidities?. (2011). Pelloni, Alessandra ; Annicchiarico, Barbara.
    In: CEIS Research Paper.
    RePEc:rtv:ceisrp:211.

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  141. Dynamics of Monetary Policy Uncertainty and the Impact on the Macroeconomy. (2011). Murray, James ; Herro, Nicholas .
    In: MPRA Paper.
    RePEc:pra:mprapa:30387.

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  142. Inflation and inflation uncertainty: Evidence from two Transition Economies. (2011). Hasanov, Akram ; Fountas, Stilianos ; Baharumshah, Ahmad Zubaidi.
    In: Discussion Paper Series.
    RePEc:mcd:mcddps:2011_05.

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  143. Growth, volatility and stabilisation policy in a DSGE model with nominal rigidities and learning-by-doing. (2011). Pham, The .
    In: International Economics and Economic Policy.
    RePEc:kap:iecepo:v:8:y:2011:i:3:p:307-322.

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  144. Effect of inflation uncertainty, output uncertainty and oil price on inflation and growth in Australia. (2011). Chowdhury, Anis ; Mallik, Girijasankar.
    In: Journal of Economic Studies.
    RePEc:eme:jespps:v:38:y:2011:i:4:p:414-429.

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  145. The relationship between inflation, output growth, and their uncertainties: Nonlinear Multivariate GARCH-M evidence. (2011). Omay, Tolga.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-11-00530.

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  146. Inflation uncertainty revisited: A proposal for robust measurement. (2011). Wieland, Elisabeth ; Henzel, Steffen ; Grimme, Christian.
    In: ifo Working Paper Series.
    RePEc:ces:ifowps:_111.

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  147. LONG DARK SHADOWS OR INNOVATIVE SPIRITS? THE EFFECTS OF (SMOOTHING) BUSINESS CYCLES ON ECONOMIC GROWTH: A SURVEY OF THE LITERATURE. (2011). Stähler, Nikolai ; Priesmeier, Christoph ; Stahler, Nikolai.
    In: Journal of Economic Surveys.
    RePEc:bla:jecsur:v:25:y:2011:i:5:p:898-912.

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  148. The Impact of Inflation Uncertainty on Output Growth and Inflation in Thailand. (2011). Opiela, Timothy ; Jiranyakul, Komain.
    In: Asian Economic Journal.
    RePEc:bla:asiaec:v:25:y:2011:i:3:p:291-307.

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  149. STOCHASTIC FILTERING WITH APPLICATIONS IN FINANCE:. (2010). Bhar, Ramaprasad.
    In: World Scientific Books.
    RePEc:wsi:wsbook:7736.

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  150. The relationship between inflation, output growth, and their uncertainties: Evidence from selected CEE countries. (2010). Omay, Tolga ; Hasanov, Mübariz.
    In: MPRA Paper.
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  151. Inflation, inflation uncertainty and growth: are they related ?. (2010). Fountas, Stilianos.
    In: Discussion Paper Series.
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  152. What Explains Output Volatility? Evidence from the G3. (2010). Grydaki, Maria ; Fountas, Stilianos.
    In: Discussion Paper Series.
    RePEc:mcd:mcddps:2010_09.

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  153. Asymmetric Behavior of Inflation Uncertainty and Friedman-Ball Hypothesis: Evidence from Pakistan. (2010). Naqvi, Bushra ; Syed Kumail Abbas Naqvi, .
    In: Lahore Journal of Economics.
    RePEc:lje:journl:v:15:y:2010:i:2:p:1-33.

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  154. Business cycle synchronization of the euro area with the new and negotiating member countries. (2010). Savva, Christos ; Osborn, Denise ; Neanidis, Kyriakos.
    In: International Journal of Finance & Economics.
    RePEc:ijf:ijfiec:v:15:y:2010:i:3:p:288-306.

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  155. Inflation, Volatile Public Spending, and Endogenously Sustained Growth. (2010). Varvarigos, Dimitrios.
    In: Post-Print.
    RePEc:hal:journl:hal-00732760.

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  156. The link between macroeconomic performance and variability in the UK. (2010). Zeng, Ning ; Conrad, Christian ; Karanasos, Menelaos.
    In: Economics Letters.
    RePEc:eee:ecolet:v:106:y:2010:i:3:p:154-157.

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  157. Inflation, inflation uncertainty and growth: Are they related?. (2010). Fountas, Stilianos.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:27:y:2010:i:5:p:896-899.

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  158. Inflation, volatile public spending, and endogenously sustained growth. (2010). Varvarigos, Dimitrios.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:34:y:2010:i:10:p:1893-1906.

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  159. Inflation and inflation uncertainty in the ASEAN-5 economies. (2010). Opiela, Timothy ; Jiranyakul, Komain.
    In: Journal of Asian Economics.
    RePEc:eee:asieco:v:21:y:2010:i:2:p:105-112.

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  160. Macroeconomics and Volatility: Data, Models, and Estimation. (2010). Rubio-Ramirez, Juan F ; Fernandez-Villaverde, Jesus.
    In: CEPR Discussion Papers.
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  161. The impact of nominal and real uncertainty on macroeconomic aggregates in Greece. (2010). Gibson, Heather ; Balfoussia, Hiona ; Balfousia, hiona .
    In: Economic Bulletin.
    RePEc:bog:econbl:y:2010:i:34:p:57-71.

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  162. Determinants of the receipts from shipping services: the case of Greece. (2010). Panagiotou, Stylianos ; Μπραγουδάκης, Ζαχαρίας ; Bragoudakis, Zacharias.
    In: Economic Bulletin.
    RePEc:bog:econbl:y:2010:i:34:p:41-55.

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  163. Determinants of the wage rates in Greece with an emphasis on the wages of tertiary education graduates. (2010). Mitrakos, Theo ; Cholezas, Ioannis ; Tsaklogou, Panos .
    In: Economic Bulletin.
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  164. DYNAMICS OF INFLATION, OUTPUT GROWTH AND THEIR UNCERTAINTY IN THE UK: AN EMPIRICAL ANALYSIS. (2010). Ozdemir, Zeynel.
    In: Manchester School.
    RePEc:bla:manchs:v:78:y:2010:i:6:p:511-537.

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  165. DOES THE MAGNITUDE OF THE EFFECT OF INFLATION UNCERTAINTY ON OUTPUT GROWTH DEPEND ON THE LEVEL OF INFLATION?. (2010). HE, CHI-WEI ; Chang, Kuang-Liang.
    In: Manchester School.
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  166. Changing Inflation Dynamics and Uncertainty in the United States. (2009). Vijverberg, Chuping C ; Miles, William.
    In: Southern Economic Journal.
    RePEc:wly:soecon:v:75:y:2009:i:3:p:736-749.

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  167. The effect of different inflation risks on interest rates of the US. (2009). Yuksel, E. ; Akdi, Y..
    In: Applied Economics Letters.
    RePEc:taf:apeclt:v:16:y:2009:i:2:p:169-175.

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  168. Inflation Volatility: An Asian Perspective. (2009). Rizvi, Syed Kumail Abbas ; Naqvi, Bushra ; Rizvi, Syed Kumail Abbas, .
    In: MPRA Paper.
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  169. Enflasyon ve enflasyon belirsizliği ilişkisi için G7 ekonomileri üzerine bir inceleme. (2009). KORAP, LEVENT.
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  170. New time series evidence for the causality relationship between inflation and inflation uncertainty in the Turkish economy. (2009). KORAP, LEVENT ; Saatiolu, Cem .
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  171. On the links between inflation, output growth and uncertainty: system-GARCH evidence from the Turkish economy. (2009). KORAP, LEVENT.
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  172. Risk Matters: The Real Effects of Volatility Shocks. (2009). Uribe, Martín ; Rubio-Ramirez, Juan F ; Guerron, Pablo ; Fernandez-Villaverde, Jesus.
    In: PIER Working Paper Archive.
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  173. Modeling the Volatility of Real GDP Growth: The Case of Japan Revisited. (2009). Miller, Stephen ; Fang, Wen Shwo .
    In: Working Papers.
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  174. Risk Matters: The Real Effects of Volatility Shocks. (2009). Uribe, Martín ; Rubio-Ramirez, Juan F ; Guerron, Pablo ; Fernandez-Villaverde, Jesus ; Fernndez-Villaverde, Jess ; Guerrn-Quintana, Pablo A. ; Rubio-Ramrez, Juan .
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  175. Irreversibility, Uncertainty and Housing Investment. (2009). Miles, William.
    In: The Journal of Real Estate Finance and Economics.
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  176. Macroeconomic uncertainty and performance in the European Union. (2009). Fountas, Stilianos ; Bredin, Don.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:28:y:2009:i:6:p:972-986.

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  177. The Euro and inflation uncertainty in the European Monetary Union. (2009). Kontonikas, Alexandros ; Caporale, Guglielmo Maria.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:28:y:2009:i:6:p:954-971.

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  178. Modeling the volatility of real GDP growth: The case of Japan revisited. (2009). Miller, Stephen ; Fang, WenShwo .
    In: Japan and the World Economy.
    RePEc:eee:japwor:v:21:y:2009:i:3:p:312-324.

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  179. The effect of inflation uncertainty on inflation: Stochastic volatility in mean model within a dynamic framework. (2009). YILDIRIM, JULIDE ; Yalcin, Yeliz ; Berument, Hakan.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:26:y:2009:i:6:p:1201-1207.

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  206. Is the Relationship between Inflation and Its Uncertainty Linear?. (2008). Schurer, Stefanie ; Karanasos, Menelaos.
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  209. Examining the Robustness of the Inflation and Growth Relationship. (2007). Hineline, David R.
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  5. Limit theory of quadratic forms of long-memory linear processes with heavy-tailed GARCH innovations. (2013). Chan, Ngai Hang ; Zhang, Rong-Mao .
    In: Journal of Multivariate Analysis.
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  6. The Impact of Stock Market Development on Inflation and Economic Growth of 16 Asian Countries: A Panel VAR Approach.. (2013). Arvin, Mak ; SAMADHAN, Bele ; TANEJA, Shilpa ; Pradhan, Rudra P..
    In: Applied Econometrics and International Development.
    RePEc:eaa:aeinde:v:13:y:2013:i:1_16.

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  7. ARCH and structural breaks in United States inflation. (2013). Russell, Bill.
    In: Dundee Discussion Papers in Economics.
    RePEc:dun:dpaper:277.

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  8. Inflation and inflation uncertainty in the euro area. (2012). Paesani, Paolo ; onorante, luca ; Caporale, Guglielmo Maria.
    In: Empirical Economics.
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  9. Long-run equilibrium and short-run dynamics between risk exposure and highway safety. (2012). McCarthy, Pat ; Rehim Kılıç, .
    In: Empirical Economics.
    RePEc:spr:empeco:v:42:y:2012:i:3:p:899-913.

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  10. Determination of Interest Rate in India: Empirical Evidence on Fiscal Deficit-Interest Links and Financial Crowding Out.. (2012). Chakraborty, Lekha.
    In: Working Papers.
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  11. Incertitude de linflation et croissance économique : le cas de lUEMOA. (2012). Ndiaye, Cheikh Tidiane ; Konte, Mamadou Abdoulaye .
    In: Working Papers.
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  12. The impacts of regime-switching structures and fat-tailed characteristics on the relationship between inflation and inflation uncertainty. (2012). Chang, Kuang-Liang.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:34:y:2012:i:2:p:523-536.

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  13. Adaptive ARFIMA models with applications to inflation. (2012). MORANA, CLAUDIO ; Baillie, Richard T..
    In: Economic Modelling.
    RePEc:eee:ecmode:v:29:y:2012:i:6:p:2451-2459.

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  14. Inflation persistence in the Euro area before and after the European Monetary Union. (2012). Nautz, Dieter ; Meller, Barbara.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:29:y:2012:i:4:p:1170-1176.

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  15. The Distribution of London Metal Exchange Prices: A Test of the Fractal Market Hypothesis. (2010). Panas, Epaminondas ; Ninni, Vassilia .
    In: European Research Studies Journal.
    RePEc:ers:journl:v:xiii:y:2010:i:2:p:192-210.

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  16. DOES THE MAGNITUDE OF THE EFFECT OF INFLATION UNCERTAINTY ON OUTPUT GROWTH DEPEND ON THE LEVEL OF INFLATION?. (2010). HE, CHI-WEI ; Chang, Kuang-Liang.
    In: Manchester School.
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  17. Asymmetries in Macroeconomic Time Series in Eleven Asian Economies. (2009). Kiani, Khurshid.
    In: International Journal of Business and Economics.
    RePEc:ijb:journl:v:8:y:2009:i:1:p:37-54.

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  18. Asymptotic results for the empirical process of stationary sequences. (2009). Berkes, Istvan ; Hormann, Siegfried ; Schauer, Johannes .
    In: Stochastic Processes and their Applications.
    RePEc:eee:spapps:v:119:y:2009:i:4:p:1298-1324.

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  19. Long memory in US disaggregated petroleum consumption: Evidence from univariate and multivariate LM tests for fractional integration. (2009). Smyth, Russell ; Lean, Hooi Hooi.
    In: Energy Policy.
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  20. A Long Memory Model with Mixed Normal GARCH for US Inflation Data. (2009). Cheung, Yin-Wong ; Chung, Sang-Kuck .
    In: Santa Cruz Department of Economics, Working Paper Series.
    RePEc:cdl:ucscec:qt2202s99q.

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  21. ARFIMAX and ARFIMAX-TARCH Realized Volatility Modeling. (2008). Degiannakis, Stavros.
    In: MPRA Paper.
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  22. Long Memory Modelling of Inflation with Stochastic Variance and Structural Breaks. (2007). Ooms, Marius ; Koopman, Siem Jan ; Bos, Charles.
    In: Tinbergen Institute Discussion Papers.
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  23. Inflation and Inflation Uncertainty in Latvia. (2007). Ajevskis, Viktors.
    In: Working Papers.
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  24. Long Run and Cyclical Dynamics in the US Stock Market. (2007). Gil-Alana, Luis ; Caporale, Guglielmo Maria.
    In: CESifo Working Paper Series.
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  25. ETA: A PERSISTENT PHENOMENON. (2006). Gil-Alana, Luis ; Barros, Carlos.
    In: Defence and Peace Economics.
    RePEc:taf:defpea:v:17:y:2006:i:2:p:95-116.

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  26. Nonlinear relationship between inflation and inflation uncertainty in Taiwan. (2006). Shen, Chung-Hua ; Xie, Zixiong ; Chen, Shyh-Wei.
    In: Applied Economics Letters.
    RePEc:taf:apeclt:v:13:y:2006:i:8:p:529-533.

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  27. The Relation Between Inflation and Inflation Uncertainty In Iran. (2006). Entezarkheir, Mahdiyeh.
    In: Iranian Economic Review.
    RePEc:eut:journl:v:11:y:2006:i:3:p:1.

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  28. Is the observed persistence spurious? A test for fractional integration versus short memory and structural breaks. (2005). Mayoral, Laura.
    In: Economics Working Papers.
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  29. Periodic Seasonal Reg-ARFIMA-GARCH Models for Daily Electricity Spot Prices. (2005). Ooms, Marius ; Koopman, Siem Jan ; Carnero, M. Angeles.
    In: Tinbergen Institute Discussion Papers.
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  30. Analysing one-month Euro-market interest rates by fractionally integrated models. (2005). Phillips, Garry ; Iglesias, Emma ; Garry D. A. Phillips, ; Garry D. A. Phillips, .
    In: Applied Financial Economics.
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  31. On linear processes with dependent innovations. (2005). Min, Wanli ; Wu, Wei Biao.
    In: Stochastic Processes and their Applications.
    RePEc:eee:spapps:v:115:y:2005:i:6:p:939-958.

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  32. Analysing long memory and volatility of returns in the Athens stock exchange. (2004). Vougas, Dimitrios.
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:14:y:2004:i:6:p:457-460.

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  33. Joint Tests for Long Memory and Non-linearity: The Case of Purchasing Power Parity. (2004). Smallwood, Aaron.
    In: Computing in Economics and Finance 2004.
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  34. The Japanese Deflation: Has It Had Real Effects? Could It Have Been Avoided?. (2004). MORANA, CLAUDIO.
    In: ICER Working Papers.
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  35. A structural common factor approach to core inflation estimation and forecasting. (2004). MORANA, CLAUDIO.
    In: Working Paper Series.
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  36. Long-Memory Forecasting of U.S. Monetary Indices. (2003). Barkoulas, John ; Baum, Christopher.
    In: Boston College Working Papers in Economics.
    RePEc:boc:bocoec:558.

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  37. Modelos de memoria larga para series económicas y financieras. (2001). Ruiz, Esther ; Perez, Ana .
    In: DES - Documentos de Trabajo. Estadística y Econometría. DS.
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    In: Computing in Economics and Finance 1999.
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  39. The effects of real and nominal uncertainty on inflation and output growth: some garch-m evidence. (2000). Grier, Kevin ; Perry, Mark J..
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:15:y:2000:i:1:p:45-58.

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  40. Long Memory or Structural Change: Testing Method and Empirical Examination. (2000). Hsu, Chih-Chiang .
    In: Econometric Society World Congress 2000 Contributed Papers.
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  41. A re-evaluation of empirical tests of the Fisher hypothesis. (2000). Bekdache, Basma ; Baum, Christopher.
    In: Boston College Working Papers in Economics.
    RePEc:boc:bocoec:472.

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  42. An Approximate Wavelet MLE of Short and Long Memory Parameters. (1999). Jensen, Mark.
    In: Econometrics.
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  43. An Approximate Wavelet MLE of Short- and Long-Memory Parameters. (1999). Jensen, Mark.
    In: Computing in Economics and Finance 1999.
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  44. Fractional Monetary Dynamics. (1998). Caglayan, Mustafa ; Barkoulas, John ; Baum, Christopher.
    In: Boston College Working Papers in Economics.
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    In: RBA Research Discussion Papers.
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  46. Credibility and Signaling in Disinflation- a Cross Country Examination. (1997). Ruge-Murcia, Francisco.
    In: Cahiers de recherche.
    RePEc:mtl:montde:9712.

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  47. Inflation regimes and inflation expectations. (1997). Gagnon, Joseph.
    In: International Finance Discussion Papers.
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  48. Stochastic Long Memory in Traded Goods Prices. (1997). Barkoulas, John ; Baum, Christopher ; Oguz, Gurkan S..
    In: Boston College Working Papers in Economics.
    RePEc:boc:bocoec:349.

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  50. ARCH-type bilinear models with double long memory. (). Giraitis, Liudas ; Surgailis, Donatas.
    In: Stochastic Processes and their Applications.
    RePEc:eee:spapps:v:100:y::i:1-2:p:275-300.

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