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~isPartOf:"CESifo Working Paper"
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~person:"Anderl, Christina"
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Search: "Eurokrise" OR "Europäische Wirtschafts- und Währungsunion" OR "Europäische Zentralbank" OR "Euro" OR "Staatsverschuldung" OR "Zins"
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Anderl, Christina
Caporale, Guglielmo Maria
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1
Forecasting Inflation with a Zero Lower Bound or Negative Interest Rates : Evidence from Point and Density Forecasts
Anderl, Christina
;
Caporale, Guglielmo Maria
-
2022
bound (the US, the UK and Canada) and in those with negative rates (Japan, the
Euro
Area and Switzerland). Using shadow …
Persistent link: https://www.econbiz.de/10013292499
Saved in:
2
Testing for Uip : Nonlinearities, Monetary Announcements and Interest Rate Expectations
Anderl, Christina
;
Caporale, Guglielmo Maria
-
2021
three non-targeters (the US, the
Euro
-Area and Switzerland) using daily data from January 2000 to December 2020. We find …
Persistent link: https://www.econbiz.de/10013231967
Saved in:
3
Exchange Rate Parities and Taylor Rule Deviations
Anderl, Christina
;
Caporale, Guglielmo Maria
-
2021
three non-targeting ones (the US, the
Euro
-Area and Switzerland). Both a benchmark linear VECM and a nonlinear Threshold …
Persistent link: https://www.econbiz.de/10013236279
Saved in:
4
Time-Varying Parameters in Monetary Policy Rules: A GMM Approach
Anderl, Christina
;
Caporale, Guglielmo Maria
-
2023
, Australia, New Zealand, Sweden) and five countries with alternative monetary regimes (the US, Japan, Denmark, the
Euro
Area …
Persistent link: https://www.econbiz.de/10014377426
Saved in:
5
Functional Shocks to Inflation Expectations and Real Interest Rates and Their Macroeconomic Effects
Anderl, Christina
;
Caporale, Guglielmo Maria
-
2023
the
euro
area are used for the analysis. The estimated impulse responses show significant effects of the functional shocks …
Persistent link: https://www.econbiz.de/10014469558
Saved in:
6
Shipping Cost Uncertainty, Endogenous Regime Switching and the Global Drivers of Inflation
Anderl, Christina
;
Caporale, Guglielmo Maria
-
2023
the shipping cost mean and uncertainty measures are then included in structural VAR models for the US, the UK and the
euro
…
Persistent link: https://www.econbiz.de/10014469695
Saved in:
7
Time-Varying Parameters in Monetary Policy Rules : A GMM Approach
Anderl, Christina
;
Caporale, Guglielmo Maria
-
2023
, Australia, New Zealand, Sweden) and five countries with alternative monetary regimes (the US, Japan, Denmark, the
Euro
Area …
Persistent link: https://www.econbiz.de/10014348141
Saved in:
8
Nonlinearities in the Exchange Rate Pass-Through: The Role of Inflation Expectations
Anderl, Christina
;
Caporale, Guglielmo Maria
-
2022
countries (the UK, Canada, Australia, New Zealand and Sweden) and three non-targeters (the US, the
Euro
-Area and Switzerland …
Persistent link: https://www.econbiz.de/10013177578
Saved in:
9
Forecasting Inflation with a Zero Lower Bound or Negative Interest Rates: Evidence from Point and Density Forecasts
Anderl, Christina
;
Caporale, Guglielmo Maria
-
2022
bound (the US, the UK and Canada) and in those with negative rates (Japan, the
Euro
Area and Switzerland). Using shadow …
Persistent link: https://www.econbiz.de/10013266652
Saved in:
10
Shadow Rates as a Measure of the Monetary Policy Stance: Some International Evidence
Anderl, Christina
;
Caporale, Guglielmo Maria
-
2022
, Australia and New Zealand) and others that have only targeted inflation at times (the US, Japan, the
Euro
Area and Switzerland …
Persistent link: https://www.econbiz.de/10013353451
Saved in:
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