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Inflation and Real Activity over the Business Cycle
Bianchi, Francesco; Nicolò, Giovanni; Song, Dongho - National Bureau of Economic Research - 2023
We study the relation between inflation and real activity over the business cycle. We employ a Trend-Cycle VAR model to … control for low-frequency movements in inflation, unemployment, and growth that are pervasive in the post-WWII period. We show … that cyclical fluctuations of inflation are related to cyclical movements in real activity and unemployment, in line with …
Persistent link: https://www.econbiz.de/10014247995
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Uncertainty shocks and inflation dynamics in the US
Haque, Qazi; Magnusson, Leandro M. - In: Economics letters 202 (2021), pp. 1-5
Persistent link: https://www.econbiz.de/10012607228
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Expectation-driven cycles and the changing dynamics of unemployment
D'Agostino, Antonello; Mendicino, Caterina; Puglisi, … - In: Journal of money, credit and banking : JMCB 54 (2022) 7, pp. 2173-2191
Persistent link: https://www.econbiz.de/10013466627
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A real time leading economic indicator based on text mining for the Spanish economy : fractional cointegration VAR and Continuous Wavelet Transform analysis
Poza, Carlos; Monge González, Manuel - In: International economics : a journal published by CEPII … 163 (2020), pp. 163-175
Persistent link: https://www.econbiz.de/10012642576
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Financial stress, regime switching and macrodynamics
Chen, Pu; Semmler, Willi - In: Nonlinearities in economics : an interdisciplinary …, (pp. 315-335). 2021
Monetary responses to financial stress have recently become an important issue in macroeconomic and policy discussions in the USA as well as in the EU. In this paper, the authors study two regimes of monetary responses. While the fundamentals of an economy are assumed to have a long-run...
Persistent link: https://www.econbiz.de/10012648051
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A financial accelerator in the business sector of a macroeconometric model of a small open economy
Benedictow, Andreas; Hammersland, Roger - In: Economic systems 44 (2020) 1, pp. 1-13
Persistent link: https://www.econbiz.de/10012593327
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A sectoral approach to measuring output gap : evidence from 20 US Sectors over 1948-2020
Tercioğlu, Remzi Bariș - In: Macroeconomic dynamics 27 (2023) 4, pp. 1115-1137
Persistent link: https://www.econbiz.de/10014306714
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Monitoring the economy in real time : trends and gaps in real activity and prices
Hasenzagl, Thomas; Pellegrino, Filippo; Reichlin, Lucrezia - 2022
Persistent link: https://www.econbiz.de/10012939995
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A nonlinear investigation of the twin deficits hypothesis over the business cycle: Evidence from Turkey
Çatık, Abdurrahman Nazif; Gök, Barış; Akseki, Utku - In: Economic Systems 39 (2015) 1, pp. 181-196
In this paper, we analyze the twin deficits hypothesis covering the period from 1994 to 2012 in Turkey. In contrast to previous studies on Turkey, the existence of twin deficits is investigated by regime-dependent impulse response functions and forecast error variance decompositions based on a...
Persistent link: https://www.econbiz.de/10011263214
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A nonlinear investigation of the twin deficits hypothesis over the business cycle : evidence from Turkey
Catik, A. Nazif; Gök, Barış; Akseki, Utku - In: Economic systems 39 (2015) 1, pp. 181-196
Persistent link: https://www.econbiz.de/10011527451