The relationship between inflation and inflation uncertainty in the UK: 1885–1998

Generalized autoregressive conditional heteroskedasticity

Tim Bollerslev · Journal of Econometrics · 1986 · 21.9K citations

Economics, Volatility Modeling, Asset Pricing +4

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

Robert F. Engle · Econometrica · 1982 · 20.3K citations

Forecasting Methodology, Volatility Modeling, Engineering +17

Nobel Lecture: Inflation and Unemployment

Milton Friedman · Journal of Political Economy · 1977 · 1.8K citations

Economics, Monetary Policy, Nobel Lecture +12

A Theory of Ambiguity, Credibility, and Inflation under Discretion and Asymmetric Information

Alex Cukierman, Allan H. Meltzer · Econometrica · 1986 · 1.3K citations · Full text

Analysing inflation by the fractionally integrated ARFIMA-GARCH model

Richard T. Baillie, Ching‐Fan Chung, Margie Tieslau · Journal of Applied Econometrics · 1996 · 566 citations

Volatility Modeling, Inflation (Cosmology), Macroeconomic Forecasting +16