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Evolving U. S. monetary policy and the decline of inflation predictability

Benati, Luca; Surico, Paolo - In: Journal of the European Economic Association 6 (2008) 2/3, pp. 634-646

Persistent link: https://www.econbiz.de/10003725650

Evolving international inflation dynamics : world and country-specific factors

Mumtaz, Haroon; Surico, Paolo - In: Journal of the European Economic Association 10 (2012) 4, pp. 716-734

Persistent link: https://www.econbiz.de/10009678027

Evolving U.S. Monetary Policy and The Decline of Inflation Predictability

Benati, Luca; Surico, Paolo - In: Journal of the European Economic Association 6 (2008) 2-3, pp. 634-646

Based on a structural VAR with time-varying parameters and stochastic volatility for the post-WWII U.S., we document a negative correlation between the evolution of the long-run coefficient on inflation in the structural monetary rule and the evolution of the persistence and predictability of...

Persistent link: https://www.econbiz.de/10005814603

EVOLVING INTERNATIONAL INFLATION DYNAMICS: WORLD AND COUNTRY-SPECIFIC FACTORS

Mumtaz, Haroon; Surico, Paolo - In: Journal of the European Economic Association 10 (2012) 4, pp. 716-734

Persistent link: https://www.econbiz.de/10010564281