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Price, wage and employment response to shocks : evidence from the WDN survey

Bertola, Giuseppe; Dabusinskas, Aurelijus; Hoeberichts, … - 2010

(WDN) on patterns of firm-level adjustment to shocks. We document that the relative intensity and the character of price vs …

Persistent link: https://www.econbiz.de/10003971260

Dynamics of money, output and price interaction : some Indian evidence

Roy, Sudipta Dutta; Darbha, Gangadhar - In: Economic modelling 17 (2000) 4, pp. 559-588

Persistent link: https://www.econbiz.de/10001533890

Gas price shocks and euro area inflation

Adolfsen, Jakob Feveile; Ferrari, Massimo Minesso; … - 2024

, supply and inventory shocks. We document how gas price fluctuations have a heterogeneous pass-through to euro area prices …

Persistent link: https://www.econbiz.de/10014490358

Measuring contagion with a Bayesian, time-varying coefficient model

Ciccarelli, Matteo; Rebucci, Alessandro - 2003

To measure contagion empirically, we propose using a Bayesian time-varying coeﬃcient model estimated with Markov ChainMonte Carlo methods. The proposed measure works in the joint presence of heteroskedasticity and omitted variables and does not require knowledge of the timing of the crisis. It...

Persistent link: https://www.econbiz.de/10009635914

Measurement of contagion in banks' equity prices

Gropp, Reint; Moerman, Gerard - 2003

This paper uses the co-incidence of extreme shocks to banksu0092 risk to examine within country and across country contagion among large EU banks. Banksu0092 risk is measured by the first difference of weekly distances to default and abnormal returns. Using Monte Carlo simulations, the paper...

Persistent link: https://www.econbiz.de/10009636520

Inflation and relative price asymmetry

Ratfai, Attila - 2004

. Robustly to alternative definitions of the relative price, identification schemes dictated by two-sided (S,s) pricing theory …By placing store-level price data into bivariate Structural VAR models of inflation and relative price asymmetry, this … study evaluates the quantitative importance of idiosyncratic pricing shocks in short-run aggregate price change dynamics …

Persistent link: https://www.econbiz.de/10009636524

Equilibrium unemployment, job flows and inflation dynamics

Trigari, Antonella - 2004

general equilibrium model that integrates a theory of equilibrium unemployment into a monetary model with nominal price …

Persistent link: https://www.econbiz.de/10009636527

Monetary policy shocks in the euro area and global liquidity spillovers

Sousa, João; Zaghini, Andrea - 2004

leads to permanent increases in the euro area M3 aggregate and the price level, a temporary rise in real output and a … play an important role in explaining price and output fluctuations in the euro area and in the global economy. …

Persistent link: https://www.econbiz.de/10009636532

What are the spill-overs from fiscal shocks in Europe?

Giuliodori, Massimo; Beetsma, Roel - 2004

We use a Vector Auto Regression (VAR) analysis to explore the (spill-over) effects of fiscal policy shocks in Europe. To enhance comparability with the existing literature, we first analyse the effects of these shocks at the national level. Here, we employ identification based on Choleski...

Persistent link: https://www.econbiz.de/10009636548

The behaviour of the real exchange rate : evidence from regression quantiles

Nikolaou, Kleopatra (contributor) - 2006

We test for mean reversion in real exchange rates using a recently developed unit root test for non-normal processes based on quantile autoregression inference in semi-parametric and non-parametric settings. The quantile regression approach allows us to directly capture the impact of different...

Persistent link: https://www.econbiz.de/10003358655

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