1. نیلچی, م.؛ مومنزاده, م. م.؛ و فرهادیان, ع. (1402). ارتباط بین تورم و عدم قطعیت تورمی در اقتصاد ایران (رویکرد رگرسیون ناپارامتری و گسترش اخلال محدودشدهGARCH ). اقتصاد و الگوسازی، 14(2)، 1-35. doi: 10.48308/jem.2024.232380.1848 2. Ball, L. (1992). Why does high inflation raise inflation uncertainty? Journal of Monetary Economics29(3), 371-388.
https://doi.org/10.1016/0304-3932(92)90032-W [ DOI:10.1016/0304-3932(92)90032-w] 3. Ball, L., Cecchetti, S. G., & Gordon, R. J. (1990). Inflation and uncertainty at short and long horizons. Brookings Papers on Economic Activity, 1990(1), 215-254. [ DOI:10.2307/2534528] 4. Barnett, W., Jawadi, F., & Ftiti, Z. (2020). Causal relationships between inflation and inflation uncertainty. Studies in Nonlinear Dynamics & Econometrics, 24(5), 20190094. [ DOI:10.1515/snde-2019-0094] 5. Bollerslev, T. (1987). A conditionally heteroskedastic time series model for speculative prices and rates of return. The review of economics and statistics, 542-547. [ DOI:10.2307/1925546] 6. Carter, M., & Maddock, R. (1984). Rational expectations: macroeconomics for the 1980s?. Springer. [ DOI:10.1007/978-1-349-17644-1] 7. Choi, K., & Zivot, E. (2007). Long memory and structural changes in the forward discount: An empirical investigation. Journal of International Money and Finance, 26(3), 342-363. [ DOI:10.1016/j.jimonfin.2007.01.002] 8. Conrad, C., & Karanasos, M. (2005). On the inflation-uncertainty hypothesis in the USA, Japan and the UK: A dual long memory approach. Japan and the World Economy, 17(3), 327-343. [ DOI:10.1016/j.japwor.2004.03.002] 9. Davidson, P. (1972). Money and the real world. The Economic Journal, 82(325), 101-115. [ DOI:10.2307/2230209] 10. Diebold, F. X., & Inoue, A. (1999). Long memory and structural change. Available at SSRN 267789. 11. Fischer, S., Hall, R. E., & Taylor, J. B. (1981). Relative shocks, relative price variability, and inflation. Brookings Papers on Economic Activity, 1981(2), 381-441. [ DOI:10.2307/2534344] 12. Friedman, M. (1977). Nobel lecture: Inflation and unemployment. Journal of Political Economy,85(3), 451-472. [ DOI:10.1086/260579] 13. Gao, X., Ren, Y., & Li, X. (2021). Time variation or asymmetry? The inflation and inflation uncertainty nexus: A case of China. Singapore Economic Review, 66(3), 881-903. [ DOI:10.1142/S0217590819500760] 14. Granger, C. W., & Ding, Z. (1996). Varieties of long memory models. Journal of econometrics, 73(1), 61-77. [ DOI:10.1016/0304-4076(95)01733-X] 15. Granger, C. W., & Hyung, N. (2004). Occasional structural breaks and long memory with an application to the S&P 500 absolute stock returns. Journal of empirical finance, 11(3), 399-421. [ DOI:10.1016/j.jempfin.2003.03.001] 16. Grier, K. B., & Perry, M. J. (1998). On inflation and inflation uncertainty in the G7 countries. Journal of International Money and Finance, 17(4), 671-689. [ DOI:10.1016/S0261-5606(98)00023-0] 17. Haas, M., Mittnik, S., & Paolella, M. S. (2004). A new approach to Markov-switching GARCH models. Journal of financial Econometrics, 2(4), 493-530. [ DOI:10.1093/jjfinec/nbh020] 18. Holland, A. S. (1995). Inflation and uncertainty: Tests for temporal ordering. Journal of Money, Credit and Banking, 27(3), 827-837. Retrieved from: [ DOI:10.2307/2077753] 19. Jiranyakul, K. (2020). The linkages between inflation and inflation uncertainty in selected Asian economies: Evidence from Quantile regression. Journal of Advanced Studies in Finance (JASF), 11(22), 74-80. [ DOI:10.14505//jasf.v11.2(22).02] 20. Kontonikas, A. (2004). Inflation and inflation uncertainty in the United Kingdom, evidence from GARCH modelling. Economic modelling, 21(3), 525-543. [ DOI:10.1016/j.econmod.2003.08.001] 21. Krämer, W., & Azamo, B. T. (2007). Structural change and estimated persistence in the GARCH (1, 1)-model. Economics letters, 97(1), 17-23. [ DOI:10.1016/j.econlet.2007.02.012] 22. Kuncoro, H. (2024). Inflation and its uncertainty: Evidence from Indonesia and the Philippines. Global Journal of Emerging Market Economies, 16(2), 231-247. [ DOI:10.1177/09749101221149873] 23. Lamoureux, C. G., & Lastrapes, W. D. (1990). Persistence in variance, structural change, and the GARCH model. Journal of Business & Economic Statistics, 8(2), 225-234. [ DOI:10.1080/07350015.1990.10509794] 24. Mikosch, T., & Starica, C. (2000). Is it really long memory we see in financial returns. Extremes and integrated risk management, 12, 149-168. 25. Muth, J. F. (1961). Rational expectations and the theory of price movements. Econometrica: journal of the Econometric Society, 315-335. [ DOI:10.2307/1909635] 26. Nene, S. T., Ilesanmi, K. D., & Sekome, M. (2022). The effect of inflation targeting policy on the inflation uncertainty and economic growth in selected African and European countries. Economies, 10(2), 37. https://doi. org/10.3390/economies10020037 [ DOI:10.3390/economies10020037] 27. Pourgerami, A., & Maskus, K. E. (1987). The effects of inflation on the predictability of price changes in Latin America: Some estimates and policy implications. World Development, 15(2), 287-290. [ DOI:10.1016/0305-750X(87)90083-0] 28. Raihan, T. (2017). Performance of Markov-Switching GARCH Model Forecasting Inflation Uncertainty. 29. Ungar, M., & Zilberfarb, B. (1993). Inflation and its unpredictability: Theory and empirical evidence. Journal of Money, Credit, and Banking, 25(4), 709-720. [ DOI:10.2307/2077800] 30. Walther, T., Klein, T., Thu, H. P., & Piontek, K. (2017). True or spurious long memory in European non-EMU currencies. Research in international business and finance, 40, 217-230. [ DOI:10.1016/j.ribaf.2017.01.003]
|