This study investigates the effects of US monetary policy uncertainties on long-run oil and
gas return volatility in the futures and spot markets using a GARCH-MIDAS (generalized …

This study investigates the asymmetric and time-varying causalities between inflation and
inflation uncertainty in South Africa within a conditional Gaussian Markov switching vector …

This paper provides empirical evidence on the long-and short-run relationships between
real house and stock prices of South Africa. Standard linear tests may not detect the …

This paper explores bidirectional linkage between inflation and its uncertainty by observing
monthly data of 11 Eastern European countries. The methodological approach comprises …

The purpose of this study is to investigate the relationship between inflation and inflation
uncertainty and impacts of these variables on the real economy activities in Iran. In this …

Enflasyon belirsizliği, reel ekonomi için enflasyonun en önemli maliyetlerinden birini temsil
etmektedir. Enflasyon belirsizliğinin yükselmesi, fiyatlama davranışlarını bozulmasına neden …

We provide new evidence on the relationship between inflation and its uncertainty in the
United States on an historical basis, covering the period from 1775 to 2014. First, we use a …

The purpose of this paper is to investigate the relationship between the inflation and inflation
uncertainty in Iran. Using mixed models of self-exciting threshold autoregressive (SETAR) …

The purpose of this study is to determine the causal relationship between container traffic in
Turkish ports and industrial production of Turkey considering the possible nonlinear …

Empirical studies have provided conflicting findings about the relationship between inflation
and inflation uncertainty. Thus, the direction of the causality is still questionable. The present …