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Is the response of the bank of England to exchange rate movements frequency-dependent?

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Evidence of persistence in U.S. short and long-term interest rates

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The relationship between healthcare expenditure and disposable personal income in the US states : a fractional integration and cointegration analysis

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Do stock prices impact consumption and interest rate in South Africa? : evidence from a time-varying vector autoregressive model

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Do house prices impact consumption and interest rate in South Africa? : evidence from a time-varying vector autogressive model

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Analyzing South Africa's inflation persistence using an arfima model with Markov-switching fractional differencing parameter

Balcilar, Mehmet; Gupta, Rangan; Jooste, Charl - In: The journal of developing areas 50 (2016) 1, pp. 47-57

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The impact of US policy uncertainty on the monetary effectiveness in the Euro area

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Forecasting South African macroeconomic variables with a Markov-switching small open-economy dynamic stochastic general equilibrium model

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Financial liberalization and a possible growth-inflation trade-off

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Monetary policy uncertainty spillovers in time and frequency domains

Gupta, Rangan; Lau, Chi Keung; Nel, Jacobus A.; Sheng, Xin - In: Journal of economic structures : JES; the official … 9 (2020) 41, pp. 1-30

across the US, Germany, France, Italy, Spain, UK, Japan, Canada, and Sweden in both the time and frequency domains. We find … makers should consider accounting for the spillovers from the US, Germany, France and Spain, as we found that they are the …

Persistent link: https://www.econbiz.de/10012256519