Similar Search Results

Linkages between the center and periphery stock prices : evidence from the vector ARFIMA model

Olgun, Hasan; Ozdemir, Zeynel Abidin - In: Economic modelling 25 (2008) 3, pp. 512-519

Persistent link: https://www.econbiz.de/10003724876

Linear and non-linear transmission of equity ruturn volatility : evidence from the US, Japan and Australia

Brooks, Chris; Henry, Ólan Thomas John - In: Economic modelling 17 (2000) 4, pp. 497-513

Persistent link: https://www.econbiz.de/10001533881

US economic policy uncertainty and co-movements between Chinese and US stock markets

Li, Xiaoming; Peng, Lu - In: Economic modelling 61 (2017), pp. 27-39

Persistent link: https://www.econbiz.de/10011736687

The reliability of real-time estimates of the euro area output gap

Marcellino, Massimiliano; Musso, Alberto - In: Economic modelling 28 (2011) 4, pp. 1842-1856

Persistent link: https://www.econbiz.de/10009272436

The New Keynesian Phillips curve and the role of expectations : evidence from the CESifo World Economic Survey

Henzel, Steffen; Wollmershäuser, Timo - In: Economic modelling 25 (2008) 5, pp. 811-832

Persistent link: https://www.econbiz.de/10003800087

Changes in the transmission of monetary policy during crisis episodes : evidence from the euro area and the U.S.

Olmo, Jose; Sanso-Navarro, Marcos - In: Economic modelling 48 (2015), pp. 155-166

Persistent link: https://www.econbiz.de/10011452513

The effect of a Chinese slowdown on inflation in the euro area and the United States

Metelli, Luca; Natoli, Filippo - In: Economic modelling 62 (2017), pp. 16-22

Persistent link: https://www.econbiz.de/10011813154

Measuring inflation anchoring and uncertainty : a US and Euro area comparison

Grishchenko, Olesya; Mouabbi, Sarah; Renne, Jean-Paul - 2017

We use several US and euro-area surveys of professional forecasters to estimate a dynamic factor model of inflation featuring time-varying uncertainty. We obtain survey-consistent distributions of future inflation at any horizon, both in the US and the euro area. Equipped with this model, we...

Persistent link: https://www.econbiz.de/10011803186

A model of the euro area, China, and the United States : trade links and trade wars

Audzei, Volha; Brůha, Jan - In: Economic modelling 111 (2022), pp. 1-40

Persistent link: https://www.econbiz.de/10013349032

The effect of past and future economic fundamentals on spending and pricing behavior in the FRB/US macroeconomic model

VonZurMuehlen, Peter - 2001

Persistent link: https://www.econbiz.de/10001556127