Showing 1 - 10 of 17,450
useful information about variables such as commodity prices which matter for aggregate demand and thus inflation. Given this …
Persistent link: https://www.econbiz.de/10010208787
useful information about variables such as commodity prices which matter for aggregate demand and thus inflation. Given this … drivers of the current financial crisis, if not possibly more. -- Commodity prices ; cointegration ; CVAR analysis ; global … liquidity ; inflation ; international spillovers …
Persistent link: https://www.econbiz.de/10003931399
useful information about variables such as commodity prices which matter for aggregate demand and thus inflation. Given this … drivers of the current financial crisis, if not possibly more. -- Commodity prices ; cointegration ; CVAR analysis ; global … liquidity ; inflation ; international spillovers …
Persistent link: https://www.econbiz.de/10003934679
Persistent link: https://www.econbiz.de/10010461194
CVAR fits the data very well. -- Commodity prices ; cointegration ; CVAR analysis ; global liquidity ; inflation …
Persistent link: https://www.econbiz.de/10003824866
CVAR fits the data very well. -- Commodity prices ; cointegration ; CVAR analysis ; global liquidity ; inflation …
Persistent link: https://www.econbiz.de/10003844907
This paper examines the interactions between money, consumer prices and commodity prices at a global level from 1970 to 2008. Using aggregated data for major OECD countries and a cointegrating VAR framework, we are able to establish long run and short run relationships among these variables...
Persistent link: https://www.econbiz.de/10012718110
In this paper we study 2-state Markov switching VAR models of monthly unemployment and inflation for three countries …: Sweden, United Kingdom, and the United States. The primary purpose is to examine if periods of low inflation are associated … variance in unemployment. In the U.S. case we find that the variance of unemployment is lower in the low inflation regime than …
Persistent link: https://www.econbiz.de/10011584800
The article provides estimates of short-run and medium-run exchange rate pass-through into domestic prices in Russia during the period of 2000–2012 using vector error correction model. Exchange rate pass-through asymmetry estimates, its assessments on different sub-periods and exchange rate...
Persistent link: https://www.econbiz.de/10011398366
interdependency of national monetary policies, which is sometimes measured by the degree of inflation transmission across borders. In … this paper, we examine how inflation rates in two small open economies, namely Hong Kong and Singapore, interact with those … model is used to study the inflation dynamics. It is found that Hong Kong and Singapore inflation rates, but not the U …
Persistent link: https://www.econbiz.de/10011409761