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Exchange Rate Parities and Taylor Rule Deviations

Anderl, Christina; Caporale, Guglielmo Maria - 2021

This paper investigates the PPP and UIP conditions by taking into account possible nonlinearities as well as the role of Taylor rule deviations under alternative monetary policy frameworks. The analysis is conducted using monthly data from January 1993 to December 2020 for five...

Persistent link: https://www.econbiz.de/10013236279

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/10014080605

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

The Asymmetric Impact of Economic Policy and Oil Price Uncertainty on Inflation : Evidence from Developed and Emerging Economies

Anderl, Christina; Caporale, Guglielmo Maria - 2023

This paper examines the asymmetric impact of economic policy uncertainty (EPU) and oil price uncertainty (OPU) on inflation by using a Nonlinear ARDL (NARDL) model, which is compared to a benchmark linear ARDL one. Using monthly data from the 1990s until August 2022 for a number of developed and...

Persistent link: https://www.econbiz.de/10014260984

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