Are higher levels of inflation less predictable? A state-dependent conditional heteroskedasticity approach

Allan Brunner () and Gregory Hess

No 141, Finance and Economics Discussion Series from Board of Governors of the Federal Reserve System (U.S.)

Keywords: Inflation; (Finance) (search for similar items in EconPapers)
Date: 1990
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Journal Article: Are Higher Levels of Inflation Less Predictable? A State-Dependent Conditional Heteroscedasticity Approach (1993)
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