The relationship between inflation and inflation uncertainty in the UK: 1885-1998

Stilianos Fountas

doi:10.1016/S0165-1765(01)00522-5

The relationship between inflation and inflation uncertainty in the UK: 1885-1998

Stilianos Fountas

Economics

Research output: Contribution to a Journal (Peer & Non Peer) › Article › peer-review

72 Citations (Scopus)

Abstract

Using a long series of UK inflation data, I have provided strong evidence in favour of the hypothesis that inflationary periods are associated with high inflation uncertainty. This result supports the Friedman-Ball hypothesis and has important implications for the inflation-output relationship provided that more inflation uncertainty leads to lower output.

Original language	English
Pages (from-to)	77-83
Number of pages	7
Journal	Economics Letters
Volume	74
Issue number	1
DOIs	https://doi.org/10.1016/S0165-1765(01)00522-5
Publication status	Published - 20 Dec 2001

Keywords

C22
Conditional variance
E31
Inflation
Inflation uncertainty

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10.1016/S0165-1765(01)00522-5

Cite this

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KW - Conditional variance

KW - E31

KW - Inflation

KW - Inflation uncertainty

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The relationship between inflation and inflation uncertainty in the UK: 1885-1998

Abstract

Keywords

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