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Evolving international inflation dynamics : evidence from a time-varying dynamic factor model
Mumtaz, Haroon (contributor); Surico, Paolo (contributor) - 2008
Persistent link: https://www.econbiz.de/10003649180
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The transmission of international shocks : a factor-augmented VAR approach
Mumtaz, Haroon; Surico, Paolo - In: Journal of money, credit and banking : JMCB 41 (2009), pp. 71-100
Persistent link: https://www.econbiz.de/10003807806
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Evolving international inflation dynamics : evidence from a time-varying dynamic factor model
Mumtaz, Haroon; Surico, Paolo - 2008
Persistent link: https://www.econbiz.de/10003704969
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The transmission mechanism in good and bad times
Mumtaz, Haroon; Surico, Paolo - In: International economic review 56 (2015) 4, pp. 1237-1260
Persistent link: https://www.econbiz.de/10011485270
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Evolving international inflation dynamics : world and country-specific factors
Mumtaz, Haroon; Surico, Paolo - In: Journal of the European Economic Association 10 (2012) 4, pp. 716-734
Persistent link: https://www.econbiz.de/10009678027
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The transmission mechanism in good and bad times
Mumtaz, Haroon; Surico, Paolo - 2014
Persistent link: https://www.econbiz.de/10010393814
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Evolving International Inflation Dynamics : Evidence from a Time-Varying Dynamic Factor Model
Mumtaz, Haroon; Surico, Paolo - 2008
Several industrialised countries have had a similar inflation experience in the past 30 years, with inflation high and volatile in the 1970s and the 1980s but low and stable in the most recent period. We explore the dynamics of inflation in these countries via a time-varying factor model. This...
Persistent link: https://www.econbiz.de/10014219261