What people are saying - Write a review
We haven't found any reviews in the usual places.
Monthly Relative Price Dispersion
3b GARCH 11 Model of Monthly Relative Price Dispersion
Other editions - View all
ARCH models ARCH(l autoregressive Borradores Semanales Coefficient T statistic conditional variance Dependent Variable DGFCFPRV Response Durbin-Watson Statistic Economic Review effect of inflation effect on growth Explanatory Variable Coefficient forecast error variance Fund staff estimates future inflation GARCH heteroscedastic higher inflation i i i i impulse response functions inflation and inflation inflation in Colombia inflation lead innovations in INF investment and growth lagged inflation Lagged One Month level of inflation macroeconomic measure of inflation menu costs model of inflation moderate inflation negative effect null hypothesis percent in Argentina percent in Brazil percent in Chile percent in Mexico positive relationship private investment quarterly data real GDP growth relative dispersion relative price dispersion Response of DGDP Response of DGFCFPRV Response of INF Response of RPD Response of UNCER Santafé de Bogotá shows significance level standard deviation statistic Constant Table unit roots Uribe variance decompositions variance of inflation vector autoregression volatility World Bank