Purpose–The purpose of this paper is to extend the literature on the relationship between
inflation and inflation uncertainty by examining three Caribbean countries: the Bahamas …

There is a plethora of time series measures of uncertainty for inflation and real output growth
in empirical studies but little is known whether they are comparable to the uncertainty …

This study extends the literature on the relationships between inflation and inflation volatility
by examining the impact of inflation targeting on inflation volatility in Thailand. The ARIMA …

In this paper, a new measure for uncertainty that affects the economy is proposed,
constructed, and applied to an emerging economy, Türkiye. We have constructed an index …

This study examines the asymmetric effects of inflation on inflation uncertainty in Ghana for
the period 1963: 4 to 2014: 2. Exponential Generalized Autoregressive Heteroscedasticity …

The paper discusses main concepts and definitions related to macroeconomic uncertainty
as operational concept. It proposes classifications of uncertainty according to areas of …

This article uses historical US inflation data covering over two centuries to examine the
impact of the establishment of the US Federal Reserve on average US inflation and inflation …

This study extends the literature on the relationship between inflation and inflation
uncertainty by examining the impact of official dollarization on inflation uncertainty in El …

This paper aims to investigate the relationship between inflation and inflation uncertainty in
the Turkish economy by using contemporaneous Exponential GARCH EGARCH estimation …

Using quantile regressions and cross-sectional data from 152 countries, we examine the
relationship between inflation and its variability. We consider two measures of inflation—the …