This paper evaluates whether macroeconomic uncertainty changes the impact of oil shocks on the oil price. Using a … structural threshold VAR model, we endogenously identify different regimes of uncertainty in which we estimate the effects of oil … demand and supply shocks. The results show that higher macroeconomic uncertainty, as measured by higher world industrial …

We investigate the international linkages of inflation uncertainty in the G7. In a first step, we document that … inflation uncertainty in the G7 is intertwined. Moreover, the degree of synchronization has increased during the recent two … international shock that drives national inflation uncertainty and which is closely related to oil and commodity price uncertainty …

and increases with monetary uncertainty. …

and inflation in the member countries. Stress in a country is defined as the difference between the country’s actual short …

restrictions which are not rejected by the data - the cost channel helps to generate an initial rise of inflation after a monetary …

of the relation between market power and inflation. We examine this relation for individual firms in eleven U … generate quantitative evidence on the responsiveness of market power to inflation. We find that inflation usually has a …

individuals use simple rules of thumb (heuristics) to forecast the future inflation and output gap. We compare this model with the …