References
- Armantier, O., G. Kosar, R. Pomerantz, D. Skandalis, K. Smith, G. Topa, and W. Van der Klaauw. 2020. “Inflation Expectations in Times of COVID-19.” Working Paper. Liberty Street Economics, Federal Reserve Bank of New York.
- Bollerslev, T. 1986. “Generalized Autoregressive Conditional Heteroskedasticity.” Journal of Econometrics 31: 307–327. doi:10.1016/0304-4076(86)90063-1.
- Coleman, W., and D. Nautz. 2020. “The Credibility of the ECB’s Inflation Target in Times of Corona: New Evidence from an Online Survey.” Discussion Paper, No. 11. Freie Universität Berlin.
- Engle, R. F., V. K. Ng, and M. Rothchild. 1990. “Asset Pricing with a FACTOR ARCH Covariance Structure: Empirical Estimates for Treasury Bills.” Journal of Econometrics 45: 213–237. doi:10.1016/0304-4076(90)90099-F.
- Eser, F., P. Karadi, P. Lane, L. Moretti, and C. Osbat. 2020. “The Phillips Curve at the ECB.” European Central Bank Working Paper, No 2400.
- Fountas, S. 2001. “The Relationship between Inflation and Inflation Uncertainty in the UK: 1885-1998.” Economics Letters 74: 77–83. doi:10.1016/S0165-1765(01)00522-5.
- Gilchrist, S., R. Schoenle, J. Sim, and E. Zakrajšek. 2017. “Inflation Dynamics during the Financial Crisis.” American Economic Review 107: 785–823. doi:10.1257/aer.20150248.
- Grier, K. and Perry, M.J. 1998. “On Inflation and Inflation Uncertainty in the G-7 Countries.” Journal of International Money and Finance 17: 671–689.
- Grier, R., and K. B. Grier. 2006. “On the Real Effects of Inflation and Inflation Uncertainty in Mexico.” Journal of Development Economics 80: 478–500. doi:10.1016/j.jdeveco.2005.02.002.
- Hartmann, M., and H. Herwartz. 2012. “Causal Relations between Inflation and Inflation Uncertainty? Cross-Sectional Evidence in Favour of the Friedman-Ball Hypothesis.” Economics Letters 115: 144–147. doi:10.1016/j.econlet.2011.12.036.
- Krishnamurthy, A., and A. Vissing-Jorgensen. 2011. “The Effects of Quantitative Easing on Interest Rates: Channels and Implications for Policy.” Brookings Papers on Economic Activity 43: 215–287. doi:10.1353/eca.2011.0019.