ESTIMATES OF THE VARIANCE OF UNITED-STATES INFLATION BASED UPON THE ARCH MODEL

[1] BREUSCH TS, 1978, ECONOMETRICA, P1287

[2] ARE PRICE EXPECTATIONS NORMALLY DISTRIBUTED [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1975, 70 (352) : 749 - 754

[3] CARLSON JA, 1977, ANN ECON SOC MEAS, V6, P27

[4] CUKIERMAN A, 1979, AM ECON REV, V69, P595

[5] ECONOMETRIC MODELING OF THE AGGREGATE TIME-SERIES RELATIONSHIP BETWEEN CONSUMERS EXPENDITURE AND INCOME IN THE UNITED-KINGDOM [J]. ECONOMIC JOURNAL, 1978, 88 (352) : 661 - 692

[6] AUTOREGRESSIVE CONDITIONAL HETEROSCEDASTICITY WITH ESTIMATES OF THE VARIANCE OF UNITED-KINGDOM INFLATION [J]. ECONOMETRICA, 1982, 50 (04) : 987 - 1007

[7] ENGLE RF, UNPUB APPLIED TIME S

[8] NOBEL LECTURE - INFLATION AND UNEMPLOYMENT [J]. JOURNAL OF POLITICAL ECONOMY, 1977, 85 (03) : 451 - 472

[9] DEMAND FOR QUALITY-ADJUSTED CASH BALANCES - PRICE UNCERTAINTY IN UNITED-STATES DEMAND FOR MONEY FUNCTION [J]. JOURNAL OF POLITICAL ECONOMY, 1977, 85 (04) : 691 - 715

[10] LEVI MD, 1979, J FINANC, V34, P35, DOI 10.2307/2327142

[1] BREUSCH TS, 1978, ECONOMETRICA, P1287

[2] ARE PRICE EXPECTATIONS NORMALLY DISTRIBUTED [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1975, 70 (352) : 749 - 754

[3] CARLSON JA, 1977, ANN ECON SOC MEAS, V6, P27

[4] CUKIERMAN A, 1979, AM ECON REV, V69, P595

[5] ECONOMETRIC MODELING OF THE AGGREGATE TIME-SERIES RELATIONSHIP BETWEEN CONSUMERS EXPENDITURE AND INCOME IN THE UNITED-KINGDOM [J]. ECONOMIC JOURNAL, 1978, 88 (352) : 661 - 692

[6] AUTOREGRESSIVE CONDITIONAL HETEROSCEDASTICITY WITH ESTIMATES OF THE VARIANCE OF UNITED-KINGDOM INFLATION [J]. ECONOMETRICA, 1982, 50 (04) : 987 - 1007

[7] ENGLE RF, UNPUB APPLIED TIME S

[8] NOBEL LECTURE - INFLATION AND UNEMPLOYMENT [J]. JOURNAL OF POLITICAL ECONOMY, 1977, 85 (03) : 451 - 472

[9] DEMAND FOR QUALITY-ADJUSTED CASH BALANCES - PRICE UNCERTAINTY IN UNITED-STATES DEMAND FOR MONEY FUNCTION [J]. JOURNAL OF POLITICAL ECONOMY, 1977, 85 (04) : 691 - 715

[10] LEVI MD, 1979, J FINANC, V34, P35, DOI 10.2307/2327142