Causal relations between inflation and inflation uncertainty—Cross sectional evidence in favour of the Friedman–Ball hypothesis

C-Tier
Journal: Economics Letters
Year: 2012
Volume: 115
Issue: 2
Pages: 144-147

Authors (2)

Hartmann, Matthias (Deutsche Bundesbank) Herwartz, Helmut (not in RePEc)

Score contribution per author:

0.503 = (α=2.01 / 2 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

We test for causality between inflation and its associated uncertainty by means of both in-sample and out-of-sample modelling. Our findings indicate that the impact of inflation on inflation uncertainty is more pronounced than the reverse causal effect.

Technical Details

RePEc Handle
repec:eee:ecolet:v:115:y:2012:i:2:p:144-147
Journal Field
General
Author Count
2
Added to Database
2026-01-25