THE MEASUREMENT OF LONG- AND SHORT-TERM PRICE UNCERTAINTY: A MOVING REGRESSION TIME SERIES ANALYSIS
- 1 July 1978
- journal article
- Published by Wiley in Economic Inquiry
- Vol. 16 (3) , 438-452
- https://doi.org/10.1111/j.1465-7295.1978.tb00514.x
Abstract
No abstract availableKeywords
This publication has 4 references indexed in Scilit:
- PRICE UNPREDICTABILITY AND MONETARY STANDARDS: A COMMENT ON KLEIN'S MEASURE OF PRICE UNCERTAINTYEconomic Inquiry, 1978
- RATIONAL EXPECTATIONS UNDER CONDITIONS OF COSTLY INFORMATIONThe Journal of Finance, 1976
- Economically Rational Expectations: Are Innovations in the Rate of Inflation Independent of Innovations in Measures of Monetary and Fiscal Policy?Journal of Political Economy, 1976
- OUR NEW MONETARY STANDARD: THE MEASUREMENT AND EFFECTS OF PRICE UNCERTAINTY, 1880-1973Economic Inquiry, 1975