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Time-frequency connectedness across housing markets, stock market and uncertainty : a wavelet-time varying parameter vector autoregression
Alqaralleh, Huthaifa; Uddin, Mohammed Gazi Salah; … - 2022
Persistent link: https://www.econbiz.de/10013167183
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The role of systemic risk spillovers in the transmission of Euro area monetary policy
Skouralis, Alexandros - 2021
This paper empirically investigates the transmission of systemic risk across the Euro Area by employing a Global VAR model. We find that a union aggregate systemic risk shock results in a sharp decline in output, with two thirds of the response to be attributed to cross-country spillovers. The...
Persistent link: https://www.econbiz.de/10012704731
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Modeling Azerbaijan's inflation and output using a factor-augmented vector autoregressive (FAVAR) model
Rahimov, Vugar; Guliyev, Nijat; Ahmadov, Vugar - 2019
Persistent link: https://www.econbiz.de/10012583451
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Slicing up inflation: analysis and forecasting of Lithuanian inflation components
Stakėnas, Julius - 2018
Persistent link: https://www.econbiz.de/10011981913
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Forecasting inflation in post-oil boom years: a case for non-linear models?
Ahmadov, Vugar; Adigozalov, Shaig; Huseynov, Salman; … - 2016
Persistent link: https://www.econbiz.de/10012022830
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Determinants of inflation in Azerbaijan
Rahimov, Vugar; Adigozalov, Shaig; Mammadov, Fuad - 2016
Persistent link: https://www.econbiz.de/10012022906
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The exchange rate pass-through to CPI inflation and its components in Azerbaijan
Rahimov, Vugar; Jafarova, Nigar - 2017
Persistent link: https://www.econbiz.de/10012022934
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Are fiscal rules helpful in mitigating the impact of oil market fluctuations?
Mammadov, Fuad; Adigozalov, Shaig - 2017
Persistent link: https://www.econbiz.de/10012022940
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Oil prices and inflation: identifying channels for oil exporters
Ahmadov, Vugar; Huseynov, Salman; Pedroni, Peter Louis - 2018
Persistent link: https://www.econbiz.de/10012022953
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Global fossil fuel consumption and carbon pricing : forecasting and counterfactual analysis under alternative GDP scenarios
Smith, L. Vanessa; Tarui, Nori; Yamagata, Takashi - 2020
Persistent link: https://www.econbiz.de/10012431285