Showing 1 - 10 of 111
In this paper we analyse the short- and long-run relationship between employment growth, inflation and output growth in … growth, inflation and output growth with bidirectional causality between employment growth and inflation as well as output …
Persistent link: https://www.econbiz.de/10010286310
Persistent link: https://www.econbiz.de/10010375899
In this paper we analyse the short- and long-run relationship between employment growth, inflation and output growth in … growth, inflation and output growth with bidirectional causality between employment growth and inflation as well as output …
Persistent link: https://www.econbiz.de/10009225992
In this paper we analyse the short- and long-run relationship between employment growth, inflation and output growth in … growth, inflation and output growth with bidirectional causality between employment growth and inflation as well as output …
Persistent link: https://www.econbiz.de/10009144885
, especially negative ones, have a stronger impact on inflation than OPU ones and capture some of the monetary policy uncertainty …This paper examines the asymmetric impact of economic policy uncertainty (EPU) and oil price uncertainty (OPU) on … inflation by using a Nonlinear ARDL (NARDL) model, which is compared to a benchmark linear ARDL one. Using monthly data from the …
Persistent link: https://www.econbiz.de/10013543029
Persistent link: https://www.econbiz.de/10003869182
This paper estimates a time-varying AR-GARCH model of inflation producing measures of inflation uncertainty for the … inflation uncertainty have declined steadily since the inception of EMU, whilst short-run uncertainty has increased, mainly … inflation uncertainty by lowering the inflation rate. -- inflation ; inflation uncertainty ; time-varying parameters ; GARCH …
Persistent link: https://www.econbiz.de/10003871923
This paper estimates a time-varying AR-GARCH model of inflation producing measures of inflation uncertainty for the … can achieve lower inflation uncertainty by lowering the inflation rate. - Inflation ; Inflation Uncertainty ; Time … change associated with the start of EMU in 1999. The main findings are as follows. Steadystate inflation and inflation …
Persistent link: https://www.econbiz.de/10003993972
This paper estimates a time-varying AR-GARCH model of inflation producing measures of inflation uncertainty for the … inflation uncertainty have declined steadily since the inception of EMU, whilst short-run uncertainty has increased, mainly … inflation uncertainty by lowering the inflation rate. -- Inflation ; inflation uncertainty ; time-varying parameters ; GARCH …
Persistent link: https://www.econbiz.de/10003858736
Persistent link: https://www.econbiz.de/10009630335