Skip to main content

Relative price variability and inflation uncertainty - the UK case

Buy Article:

$55.00 plus tax (Refund Policy)


This study applies the time-varying volatility model to UK GDP deflators and compares it with the traditional inflation uncertainty measurement of relative price variability. The link between relative price variability and time-varying volatility is studied and established. Moreover, inflation uncertainty is found to be highly persistent in duration and plausibly asymmetric to previous shocks at both disaggregate and aggregate levels.

Document Type: Research Article


Publication date: 1999-12-01

More about this publication?
  • Access Key
  • Free content
  • Partial Free content
  • New content
  • Open access content
  • Partial Open access content
  • Subscribed content
  • Partial Subscribed content
  • Free trial content
Cookie Policy
Cookie Policy
Ingenta Connect website makes use of cookies so as to keep track of data that you have filled in. I am Happy with this Find out more