Further Evidence on Friedman's Hypothesis

Carlos Fernández

Latin American Journal of Economics-formerly Cuadernos de Economía, 2001, vol. 38, issue 115, 257-273

Abstract: This paper empirically investigates the relationship between average inflation and inflation uncertainty in Paraguay from 1965 to 1999. Several AR-GARCH models are used to generate the conditional mean, as well as the conditional variance of the inflation

Keywords: Inflation; inflation uncertainty; GARCH models (search for similar items in EconPapers)
JEL-codes: E30 E31 (search for similar items in EconPapers)
Date: 2001
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Persistent link: https://EconPapers.repec.org/RePEc:ioe:cuadec:v:38:y:2001:i:115:p:257-273

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Latin American Journal of Economics-formerly Cuadernos de Economía is currently edited by Raimundo Soto

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