EconPapers    
Economics at your fingertips  
 

Nominal uncertainty and inflation: The role of European Union membership

Kyriakos Neanidis and Christos Savva ()

Economics Letters, 2011, vol. 112, issue 1, 26-30

Abstract: We provide evidence that higher inflation uncertainty leads to higher inflation in the new European Union (EU) member states and candidate countries only prior to EU accession. During EU accession and entry, inflation uncertainty has no effect on mean inflation.

Keywords: Inflation; Inflation; uncertainty; EU; membership; GARCH (search for similar items in EconPapers)
Date: 2011
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (12)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0165176511001182
Full text for ScienceDirect subscribers only

Related works:
Working Paper: Nominal Uncertainty and Inflation: The Role of European Union Membership (2010) Downloads
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:ecolet:v:112:y:2011:i:1:p:26-30

Access Statistics for this article

Economics Letters is currently edited by Economics Letters Editorial Office

More articles in Economics Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().

 
Page updated 2024-03-31
Handle: RePEc:eee:ecolet:v:112:y:2011:i:1:p:26-30