Inflation Dynamics and Time-Varying Volatility: New Evidence and an Ss Interpretation
NBER Working Paper No. 19148
---- Acknowledgements -----
I would like to thank Eduardo Engel for invaluable advice. I also thank the editor Robert Barro, three anonymous referees and my discussants John Leahy and Martin Eichenbaum. I would also like to thank Rudi Bachmann, David Berger, Nick Bloom, Francois Gourio, Erik Hurst, Amy Meek, Giuseppe Moscarini, Guillermo Ordonez, and Tony Smith. I am also grateful for comments from seminar participants at various universities and conferences. This research received generous support from the Society for Computing in Economics and Finance student paper prize. The views expressed herein are those of the author and do not necessarily reflect the views of the National Bureau of Economic Research.