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UK house price convergence clubs and spillovers
Montagnoli, Alberto; Nagayasu, Jun - In: Journal of housing economics 30 (2015), pp. 50-58
Persistent link: https://www.econbiz.de/10011565824
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The inflation target and the equilibrium real rate
Cotton, Christopher D. - 2020 - This version: February 2020
the equilibrium real rate. I demonstrate that in the New Keynesian model, once heterogeneity is introduced, raising the … average markup lowering the equilibrium real rate by household heterogeneity, which could come from overlapping generations or …
Persistent link: https://www.econbiz.de/10012215760
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International monetary policy spillovers in an asymmetric world monetary system : the United States and China
Spantig, Kristina - 2011
The paper scrutinizes the spillover effects of expansionary monetary policies of a center economy to the macroeconomic policies of periphery countries, dependent on the exchange rate regime. In particular the impact of the US quantitative easing on the Chinese economy is analysed. The results...
Persistent link: https://www.econbiz.de/10009569730
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Monetary policy, global liquidity and commodity price dynamics
Belke, Ansgar; Bordon, Ingo G.; Hendricks, Torben - 2010
liquidity ; inflation ; international spillovers …
Persistent link: https://www.econbiz.de/10003931399
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Monetary policy, global liquidity and commodity price dynamics
Belke, Ansgar; Bordon, Ingo G.; Hendricks, Torben - 2010
liquidity ; inflation ; international spillovers …
Persistent link: https://www.econbiz.de/10003934679
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Inflation expectations spillovers between the United States and euro area
Netšunajev, Aleksei; Winkelmann, Lars - 2014
We quantify spillovers of inflation expectations between the United States (US) and Euro Area (EA) based on break … heteroscedasticity of the data, we are able to test the identifying restrictions of structural shocks and analyze time-varying spillovers …. Adjusted for BEI risk premia, our main result suggests that spillovers of inflation expectations increase during times of …
Persistent link: https://www.econbiz.de/10010255370
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International dynamics of inflation expectations
Netšunajev, Aleksei; Winkelmann, Lars - 2016
To what extent are US and Euro Area (EA) inflation expectations determined by foreign shocks? How do transmissions change during the great recession and European sovereign debt crisis? We address these questions with a flexible structural VAR model of weekly financial markets’ inflation...
Persistent link: https://www.econbiz.de/10011458367
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Policy Analysis and Forecasting in the World Economy : A Panel Unobserved Components Approach
Vitek, Francis - 2012
This paper develops a structural macroeconometric model of the world economy, disaggregated into thirty five national economies. This panel unobserved components model features a monetary transmission mechanism, a fiscal transmission mechanism, and extensive macrofinancial linkages, both within...
Persistent link: https://www.econbiz.de/10013102206
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The Impossible Trinity and Financial Markets – An Examination of Inflation Volatility Spillovers
Bosupeng, Mpho - 2015
from 1980-2012. Comparatively, the attempts made by previous studies to examine spillovers generally lacked a long …
Persistent link: https://www.econbiz.de/10013015045
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Macroeconomic Effects of Greater Competition in the Service Sector : The Case of Italy
Forni, Lorenzo - 2009
he paper assesses the effects of increasing competition in the service sector in Italy which, based on cross-country comparisons, is the OECD country with the highest markups in non-manufacturing industries. We propose a two-region (Italy and the rest of the euro area) dynamic general...
Persistent link: https://www.econbiz.de/10013160259