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| 001 | 9.571656 |
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| 003 | CaOODSP |
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| 005 | 20211126112844 |
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| 007 | cr ||||||||||| |
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| 008 | 150406|1996||||xxc|||||o f|0| 0 eng|d |
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| 022 | |a1701-9397 |
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| 040 | |aCaOODSP|beng |
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| 043 | |an-cn--- |
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| 086 | 1 |aFB3-2/96-9E-PDF |
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| 110 | 2 |aBank of Canada. |
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| 245 | 10|aDoes inflation uncertainty vary with the level of inflation? / |h[electronic resource]|cby Allan Crawford and Marcel Kasumovich. |
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| 260 | |aOttawa - Ontario : |bBank of Canada |cAugust 1996. |
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| 300 | |a54p.|bgraphs, references, tables |
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| 490 | 1 |aBank of Canada working paper|x1701-9397|v[96-9?] |
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| 500 | |a"The purpose of this study is to test the hypothesis that inflation uncertainty increases at higher levels of inflation. Our analysis is based on the generalized autoregressive conditional heteroscedasticity (GARCH) class of models, which allow the conditional variance of the error term to be time-varying. Since this variance is a proxy for inflation uncertainty, a positive relationship between the conditional variance and inflation would be interpreted as evidence that inflation uncertainty increases with the level of inflation."--Abstract. |
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| 500 | |aThe ISBN (0-662-24986-0) and ISSN (1192-5434) for the print edition have been incorrectly copied in this electronic publication. |
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| 520 | 3 |aThe purpose of this study is to test the hypothesis that inflation uncertainty increases at higher levels of inflation. Our analysis is based on the generalized autoregressive conditional heteroscedasticity (GARCH) class of models, which allow the conditional variance of the error term to be time-varying. Since this variance is a proxy for inflation uncertainty, a positive relationship between the conditional variance and inflation would be interpreted as evidence that inflation uncertainty increases with the level of inflation.--Abstract |
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| 546 | |aRésumé en français. |
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| 590 | |a11-19-Supp|b2011-09-23 |
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| 690 | 07|aInflation|2gcpds |
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| 720 | 1 |aCrawford, Allan |
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| 720 | 1 |aKasumovich, Marcel |
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| 776 | 0#|tDoes inflation uncertainty vary with the level of inflation? / |w(CaOODSP)9.613323 |
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| 830 | #0|aWorking paper (Bank of Canada)|x1701-9397|v[96-9?]|w(CaOODSP)9.504604 |
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| 856 | 40|ahttp://publications.gc.ca|qPDF|s330 KB|uhttps://publications.gc.ca/collections/Collection/FB3-2-96-9E.pdf|y[96-9?] |
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