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The Global Dimension of Inflation : Evidence from Factor-Augmented Phillips Curves

Eickmeier, Sandra - 2016

We examine the global dimension of inflation in 24 OECD countries between 1980 and 2007 in a traditional Phillips curve … to affect inflation through (the common part of) domestic demand and supply conditions. Our most important result is that … the common component of changes in unit labor costs notably affects inflation. We also find evidence that movements in …

Persistent link: https://www.econbiz.de/10012991114

How Do Credit Supply Shocks Propagate Internationally? A Gvar Approach

Eickmeier, Sandra - 2016

We study how credit supply shocks in the US, the euro area and Japan are transmitted to other economies. We use the recently-developed GVAR approach to model financial variables jointly with macroeconomic variables in 33 countries for the period 1983-2009. We experiment with inter-country links...

Persistent link: https://www.econbiz.de/10012991020

How Synchronized are Central and East European Economies with the Euro Area? Evidence from a Structural Factor Model

Eickmeier, Sandra - 2016

Persistent link: https://www.econbiz.de/10012991315

Business Cycle Transmission from the US to Germany : A Structural Factor Approach

Eickmeier, Sandra - 2016

Persistent link: https://www.econbiz.de/10012991366

How Good are Dynamic Factor Models at Forecasting Output and Inflation? A Meta-Analytic Approach

Ziegler, Christina - 2016

Persistent link: https://www.econbiz.de/10012991163

Comovements and Heterogeneity in the Comovements and Heterogeneity in the Dynamic Factor Model

Eickmeier, Sandra - 2016

This paper seeks to assess comovements and heterogeneity in the euro area by fitting a nonstationary dynamic factor model (Bai and Ng, 2004), augmented with a structural factor setup (Forni and Reichlin, 1998), to a large set of euro-area macroeconomic variables observed between 1982 and 2003....

Persistent link: https://www.econbiz.de/10012991172

Foreign Direct Investment, Spillovers and Absorptive Capacity : Evidence from Quantile Regressions

Girma, Sourafel - 2016

productivity spillovers from FDI using establishment level data for the UK. We allow for different effects of FDI on establishments … located at different quantiles of the productivity distribution by using conditional quantile regression. Overall, while there … matters for productivity spillover benefits. We find evidence for a u-shaped relationship between productivity growth and FDI …

Persistent link: https://www.econbiz.de/10012991322