Please use this identifier to cite or link to this item: https://hdl.handle.net/20.500.11851/6895
Title: Inflation Targeting and Inflation Uncertainty
Authors: Taş, Bedri Kamil Onur
Keywords: [No Keywords]
Issue Date: 2012
Publisher: Wiley
Abstract: This article empirically investigates the impact of inflation targeting on inflation uncertainty. We implement PARCH and GARCH methodologies to model conditional variance of inflation. We also investigate the relationship between level and volatility of inflation to analyze the validity of the Friedman hypothesis for IT countries. We find that most of the inflation targeting countries have significantly lower inflation variances after inflation targeting. In most of the IT countries, the relationship is consistent with the Friedman hypothesis.
URI: https://doi.org/10.1111/j.1467-9485.2012.00581.x
https://hdl.handle.net/20.500.11851/6895
ISSN: 0036-9292
1467-9485
Appears in Collections:İktisat Bölümü / Department of Economics
Scopus İndeksli Yayınlar Koleksiyonu / Scopus Indexed Publications Collection
WoS İndeksli Yayınlar Koleksiyonu / WoS Indexed Publications Collection

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