More evidence concerning the relationship between high and variable inflation: a more general approach
Kelvin Balcombe
Applied Economics Letters, 1999, vol. 6, issue 1, 59-61
Abstract:
This study, employs an extended EGARCH-M model and finds further support for the hypothesis that both inflation and deflation increase uncertainty about price movements.
Date: 1999
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Persistent link: https://EconPapers.repec.org/RePEc:taf:apeclt:v:6:y:1999:i:1:p:59-61
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DOI: 10.1080/135048599353898
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