发现通胀率与通胀不确定性之间的联系

Discovering the Link Between Inflation Rates and Inflation Uncertainty

Journal of Money, Credit and Banking · 1991
被引 178
人大 A-ABS 4

中文导读

用新时间序列模型重新评估美国通胀不确定性水平与通胀率之间的关联强度,发现自1970年代初以来,长期通胀前景的不确定性随通胀率大幅波动。

Abstract

A new time-series model is used to reassess the strength of the link between inflation uncertainty and the level of inflation in the United States. The model provides several statistical measures that can be used to examine different aspects of uncertainty. The main finding is that uncertainty about the long rather than short-term prospects for inflation moved strongly with the rate of inflation since the early 1970s. Copyright 1991 by Ohio State University Press.

通货膨胀率通胀不确定性时间序列模型长期通胀预期