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Inflation during the pandemic: what happened? what is next?

Ha, Jongrim; Kose, M. Ayhan; Ohnsorge, Franziska - 2021

We analyze the evolution and drivers of inflation during the pandemic and the likely trajectory of inflation in the near-term using an event study of inflation around global recessions and a factor-augmented vector auto-regression (FAVAR) model. We report three main results. First, the decline...

Persistent link: https://www.econbiz.de/10012584054

Inflation during the pandemic : what happened? what is next?

Ha, Jongrim; Kose, M. Ayhan; Ohnsorge, Franziska - 2021

Persistent link: https://www.econbiz.de/10012586458

Inflation during the pandemic : what happened? what is next?

Ha, Jongrim; Kose, M. Ayhan; Ohnsorge, Franziska - 2021

Persistent link: https://www.econbiz.de/10012588342

Global stagflation

Ha, Jongrim; Kose, M. Ayhan; Ohnsorge, Franziska - 2022

Persistent link: https://www.econbiz.de/10013262657

Global stagflation

Ha, Jongrim; Kose, M. Ayhan; Ohnsorge, Franziska - 2022

Global inflation has risen sharply from its lows in mid-2020, on rebounding global demand, supply bottlenecks, and soaring food and energy prices, especially since the Russian Federation's invasion of Ukraine. Markets expect inflation to peak in mid-2022 and then decline, but to remain elevated...

Persistent link: https://www.econbiz.de/10013256317

Global stagflation

Ha, Jongrim; Kose, M. Ayhan; Ohnsorge, Franziska - 2022

Persistent link: https://www.econbiz.de/10013466036

Changing patterns of risk-sharing channels in the United States and the euro area

Cimadomo, Jacopo; Giuliodori, Massimo; Lengyel, Andras; … - 2023

In this paper, we assess how risk-sharing channels have evolved over time in the United States and the Euro Area, and whether they have operated as "complements" or "substitutes". In particular, we focus on the capital channel (income from cross-border ownership of productive assets), the credit...

Persistent link: https://www.econbiz.de/10014477677

The changing transmission of uncertainty shocks in the US : an empirical analysis

Mumtaz, Haroon; Theodoridis, Konstantinos - 2014

shock has remained fairly stable. Simulations from a non-linear DSGE model suggest that these empirical results are …

Persistent link: https://www.econbiz.de/10010472799

Non-linear effects of oil shocks on stock prices

Mumtaz, Haroon; Pirzada, Ahmed; Theodoridis, Konstantinos - 2018

find that an adverse oil supply shock has a negative effect on stock prices when oil inflation is low. In contrast, this … rates encourage firms to get highly leveraged. A negative oil shock in this scenario leads to a substantial increase in … shock, ameliorating the impact on the stock market. …

Persistent link: https://www.econbiz.de/10011895018

Distributional effects of monetary policy shocks on wage and hours worked : evidence from the Czech labor market

Junicke, Monika; Matějů, Jakub; Mumtaz, Haroon; … - 2023

Persistent link: https://www.econbiz.de/10014447364