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dc.contributor.authorÇekin, Semih Emre
dc.contributor.authorValcarcel, Victor J.
dc.date.accessioned2021-01-08T21:51:19Z
dc.date.available2021-01-08T21:51:19Z
dc.date.issued2020
dc.identifier.issn0377-7332
dc.identifier.issn1435-8921
dc.identifier.urihttp://doi.org/10.1007/s00181-019-01724-2
dc.identifier.urihttps://hdl.handle.net/20.500.12846/131
dc.descriptionWOS:000570892700019en_US
dc.description.abstractA reduced-form investigation reveals that the relationship between the level of inflation and its volatility in the USA may not have been monotonic. This paper quantifies a reversal of the relationship by considering linear and nonlinear estimation methodologies on the trend and volatility of inflation. Our findings suggest that the spikes in inflation volatility in the period after 2008 are related to transitory, rather than permanent movements in inflation, suggesting that the US Great Moderation period may be merely on hold, rather than over with.en_US
dc.language.isoengen_US
dc.publisherPhysica-Verlag Gmbh & Coen_US
dc.rightsinfo:eu-repo/semantics/closedAccessen_US
dc.subjectInflation Volatilityen_US
dc.subjectMarkov Switchingen_US
dc.subjectMixed-Frequency Regressionsen_US
dc.subjectGarchen_US
dc.subjectMidasen_US
dc.titleInflation volatility and inflation in the wake of the great recessionen_US
dc.typearticleen_US
dc.relation.journalEmpirical Economicsen_US
dc.identifier.volume59en_US
dc.identifier.issue4en_US
dc.relation.publicationcategoryMakale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanıen_US
dc.contributor.departmentTAÜ, İktisadi ve İdari Bilimler Fakültesi, İktisat Bölümüen_US
dc.contributor.institutionauthorÇekin, Semih Emre
dc.identifier.doi10.1007/s00181-019-01724-2
dc.identifier.startpage1997en_US
dc.identifier.endpage2015en_US
dc.identifier.wosqualityQ3en_US
dc.identifier.scopusqualityQ1en_US
dc.identifier.wosWOS:000570892700019en_US


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