Does Inflation Uncertainty Affect Output Growth? Further Evidence

Co-Integration and Error Correction: Representation, Estimation, and Testing

1987 • 30,456 citations

Generalized autoregressive conditional heteroskedasticity

1986 • 21,376 citations

Distribution of the Estimators for Autoregressive Time Series with a Unit Root

1979 • 20,919 citations

Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation

1982 • 19,770 citations

Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root

1981 • 14,059 citations

Distribution of the Estimators for Autoregressive Time Series With a Unit Root

1979 • 8,550 citations

Fitting Autoregreesive Models for Prediction

1998 • 2,099 citations

Nobel Lecture: Inflation and Unemployment

1977 • 1,776 citations

Testing Against General Autoregressive and Moving Average Error Models when the Regressors Include Lagged Dependent Variables

1978 • 1,361 citations

Introduction to the Theory and Practice of Econometrics.

1988 • 1,143 citations

Co-integration and Error Correction: Representation, Estimation, and Testing

1991 • 993 citations

Autoregressive modelling and money-income causality detection

1981 • 720 citations

Estimates of the Variance of U. S. Inflation Based upon the ARCH Model

1983 • 474 citations

The Mirage of Steady Inflation

1971 • 348 citations

Towards an understanding of the costs of inflation: II

1981 • 301 citations

Differential Inflationary Expectations and the Variability of the Rate of Inflation: Theory and Evidence

1979 • 196 citations

On the relation between the variability of inflation and the average inflation rate

1981 • 172 citations

Unemployment, Industrial Production, and Inflation Uncertainty in the United States

1980 • 108 citations

Estimates of the Variance of U. S. Inflation Based upon the ARCH Model: Comment

1988 • 97 citations

Assessing the Variability of Inflation

1983 • 95 citations

On the Real Effects of Inflation and Relative-Price Variability: Some Empirical Evidence

1980 • 80 citations

Inflation and Real Growth: Some Empirical Results: Note

1981 • 63 citations

Aggregate economic activity and the variance of inflation

1985 • 50 citations

Inflation uncertainty and a test of the Friedman hypothesis

1986 • 45 citations

The Relationship Between the Inflation Rate, Its Variability, and Output Growth Variability: Disaggregated International Evidence

1985 • 39 citations

Does Higher Inflation Lead to More Uncertain Inflation?

1984 • 38 citations

An Examination of Aggregate Price Uncertainty in Four Countries and Some Implications for Real Output

1987 • 34 citations

DICKEY-FULLER TESTS WITH DRIFT

1988 • 32 citations

Temporal Variability of United States Consumer Price Index

1981 • 19 citations

Inflation and Output Growth: Some Time Series Evidence, a Note

1988 • 16 citations

PRICE‐LEVEL INSTABILITY AND OUTPUT IN THE U.S.

1983 • 11 citations

Relative price variability and inflation: A survey and further results

1983 • 7 citations

Inflation Uncertainty and a Test of the Friedman Hypothesis

1985 • 2 citations