Showing 1 - 10 of 19
Are financial cycles an international phenomenon, and, if so, how do financial cycles interact? This letter provides new evidence for the US and the UK. Considering the properties of the data in both the time and the frequency domains, we find a strong relation between the financial cycles of...
Persistent link: https://www.econbiz.de/10010529345
Persistent link: https://www.econbiz.de/10001651371
Persistent link: https://www.econbiz.de/10001651489
Persistent link: https://www.econbiz.de/10001651526
Persistent link: https://www.econbiz.de/10001826326
Persistent link: https://www.econbiz.de/10001890046
Persistent link: https://www.econbiz.de/10002677486
Persistent link: https://www.econbiz.de/10002342071
Persistent link: https://www.econbiz.de/10003938124
We quantify spillovers of inflation expectations between the United States (US) and Euro Area (EA) based on break-even inflation (BEI) rates. In contrast to previous studies, we model US and EA BEI rates jointly in a structural vector autoregressive (SVAR) model. The SVAR approach allows to...
Persistent link: https://www.econbiz.de/10010255370