References

BAILLIE, Richard, CHUNG, Ching-Fan, TIESLAU, Margie A. Analysing Inflation by the Fractionally Integrated ARFIMA-GARCH Model. Journal of Applied Econometrics, vol. 11, issue 1, January 1996, pp. 23–40. 

BALL, Laurence. Why Does High Inflation Raise Inflation Uncertainty? Journal of Monetary Economics, vol. 29, issue 3, June 1992, pp. 371–388. 

BOLLERSLEV, Tim. Generalized Autoregressive Conditional Heteroskedasticity. Journal of Econometrics, vol. 31, issue 3, April 1986, pp. 307–327. 

BOLLERSLEV, Tim, WOOLDRIDGE, Jeffrey M. Quasi-Maximum Likelihood Estimation and Inference in Dynamic Models with Time-Varying Covariances. Econometric Reviews, vol. 11, issue 2, 1992, p. 143–172. 

CAPORALE, Tony, McKIERNAN, Barbara. High and Variable Inflation: Further Evidence on the Friedman Hypothesis. Economics Letters, vol. 54, No. 1, January 1997, pp. 65–68. 

CUKIERMAN, Alex, MELTZER, Allan H. A Theory of Ambiguity, Credibility, and Inflation under Discretion and Asymmetric Information. Econometrica, vol. 54, issue 5, September 1986, pp. 1099–1128. 

DICKEY, David A., BELL, William R., MILLER, Robert B. Unit Roots in Time Series Models: Tests and Implications. American Statistician, vol. 40, No. 1, February 1986, pp. 12–26. 

ENGLE, Robert F. Autoregressive Conditional Heteroskedasticity with Estimates of the Variance of United Kingdom Inflation. Econometrica, vol. 50, No. 4, July 1982, pp. 987–1007. 

ENGLE, Robert F. Estimates of the Variance of U.S. Inflation Based upon the ARCH Model. Journal of Money, Credit and Banking, vol. 15, issue 3, August 1983, pp. 286–301. 

ENGLE, Robert F., BOLLERSLEV, Tim. Modeling the Persistence of Conditional Variances. Econometric Reviews, vol. 5, issue 1, 1986, pp. 1–50. 

FISCHER, Stanely. Towards an Understanding of the Costs of Inflation: II. Carnegie-Rochester Conference Series on Public Policy, vol. 15, 1981, pp. 5–41. 

FRIEDMAN, Milton. Nobel Lecture: Inflation and Unemployment. Journal of Political Economy, No. 85, June 1977, pp. 451–472. 

GRIER, Kevin B., PERRY, Mark J. On Inflation and Inflation Uncertainty in the G7 Countries. Journal of International Money and Finance, vol. 17, issue 4, August 1998, pp. 671–689. 

JOYCE, Mike. Modelling UK Inflation Uncertainty: the Impact of News and the Relationship with Inflation. Bank of England Working Paper, No. 30, 1995. 

LAURENT, Sebastien, PETERS, Jean-Philippe. A Tutorial for GARCH 2.3, a Complete Ox Package for Estimating and Forecasting ARCH models, 2002 [cited 23 August 2007]. Available: http://fmwww.bc.edu/ec-p/software/ox/Garch23_Tutorial.pdf 

OKUN, Arthur M. The Mirage of Steady Inflation. Brookings Papers on Economic Activity, vol. 1971, No. 2, 1971, pp. 485–498.