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A Note on Differential Asymmetric Effects of Money Supply and Policy Rate Shocks in India
Khundrakpam, Jeevan Kumar - Volkswirtschaftliche Fakultät, … - 2013
data from 1996-97Q1 to 2011-12Q4. It finds that both the shocks impact real output growth and inflation in the short …. An unanticipated hike/reduction in policy rate leads to a symmetric decline/rise in inflation. An unanticipated change in … money supply leads to higher inflation, but a similar decrease in it has no significant impact on inflation. …
Persistent link: https://www.econbiz.de/10011259315
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Are there Asymmetric Effects of Monetary Policy in India?
Khundrakpam, Jeevan Kumar - Volkswirtschaftliche Fakultät, … - 2013
to their increase, an unanticipated hike in policy rate has no impact on them. The impact on inflation is also symmetric … neutral to components of aggregate demand and, thus, on inflation, ranging from 6.25 per cent to 7.0 per cent. …
Persistent link: https://www.econbiz.de/10011107770
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The impact of oil prices on economic activity in administrated price structure: the case of Tunisia
Necibi, Thameur; Issaoui, Fakhri - Volkswirtschaftliche Fakultät, … - 2013
significantly depend on Brent oil price and on the inflation in a structure of administered price. Second at the level of the … monthly analysis, the conducted study allowed us to identify the nature of inflation, which is said to the production cost …
Persistent link: https://www.econbiz.de/10011114550
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Modelling the Price of Unleaded Petrol in Australia’s Capital Cities
Valadkhani, Abbas - Volkswirtschaftliche Fakultät, … - 2010
This paper examines the long-run and short-run determinants of unleaded petrol price in Australia’s capital cities using monthly data to find out whether prices respond asymmetrically to external shocks. In the long-run petrol prices are mainly determined by Tapis crude oil and Singapore...
Persistent link: https://www.econbiz.de/10011259903
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Asymmetric fuel price responses under heterogeneity
Balaguer, Jacint; Ripollés, Jordi - Volkswirtschaftliche Fakultät, … - 2013
We explore the effect of cross-sectional aggregation of data on estimation and test of asymmetric retail fuel price responses to wholesale price shocks. The analysis is performed on data collected daily from individual fuel stations in the Spanish metropolitan areas of Madrid and Barcelona....
Persistent link: https://www.econbiz.de/10011260743
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Non-linearities in mark-up on costs
Wlazlowski, Szymon; Binner, Jane; Giulietti, Monica; … - Volkswirtschaftliche Fakultät, … - 2006
Abstract This study employs an error-correction SETAR model to analyse the non-linearities in the behaviour of the mark-up on costs charged by the filling stations in the New York metropolitan area. While usual price transmission gained significant attention in the literature, the mark-up...
Persistent link: https://www.econbiz.de/10005789818
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Correlation dynamics between Asia-Pacific, EU and US stock returns
Hyde, Stuart J; Bredin, Don P; Nguyen, Nghia - Volkswirtschaftliche Fakultät, … - 2007
correlations in addition to conditional volatility. Yet asymmetry is less apparent in less integrated markets. The Asian crisis …
Persistent link: https://www.econbiz.de/10005790269
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Forward-Looking Beta Estimates:Evidence from an Emerging Market
Onour, Ibrahim - Volkswirtschaftliche Fakultät, … - 2008
Results in this paper support evidence of time-varying beta coefficients for five sectors in Kuwait Stock Market. The paper indicates banks, food, and service sectors exhibit relatively wider range of variation compared to industry and real estate sectors. Results of time-varying betas...
Persistent link: https://www.econbiz.de/10004961496
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The Volatility of Thai Rice Price
Baharom, A.H.; Radam, Alias; Habibullah, M.S.; Hirnissa, M.T - Volkswirtschaftliche Fakultät, … - 2009
This study was conducted to explore the varying volatility of world rice price for the period 1961 to 2008 using monthly data. The paper provides estimates of two GARCH models, namely, GARCH and EGARCH which were used to capture the stochastic variation and asymmetries in the world rice price....
Persistent link: https://www.econbiz.de/10005835487
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On Asymmetry of Exchange Rate Volatility in New EU Member and Candidate Countries
Stavarek, Daniel - Volkswirtschaftliche Fakultät, … - 2007
that some symptoms of asymmetry were found in all exchange rates except for CZK/EUR. However, the most distinct effects are …
Persistent link: https://www.econbiz.de/10005835596