Abstract
L'objectif des auteurs est de tester l'hypothese que l'incertitude entourant l'inflation s'accroit lorsque le taux d'inflation augmente. Ils fondent leur analyse sur l'utilisation de modeles autoregressifs conditionnellement heteroscedastiques generalises (GARCH), lesquels permettent a la variance conditionnelle du terme d'erreur de fluctuer dans le temps. Comme cette variance constitue une approximation de l'incertitude entourant l'inflation, la detection d'une relation positive entre elle et l'inflation viendrait etayer l'hypothese examinee.
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