This article analyzes the inflation dynamics of several countries belonging to the European Monetary Union and of the … UK. We estimate the two main parameters driving the degree of persistence in inflation and its uncertainty using a dual … long memory process. We also investigate the possible existence of heterogeneity in inflation dynamics across Euro area …

In this paper, we evaluate the causal relationship between macroeconomic uncertainty indices, inflation and growth rate … for 17 Eurozone countries on a county level examination. In performing a series of linear and non-linear causality tests …

This paper presents a stress indicator for the eurozone that summarizes developments of trends and cycles in real GDP … and inflation in the member countries. Stress in a country is defined as the difference between the country's actual short … that stress in the eurozone is mainly due to different trend growth rates and that for most of the Euro-zone countries …

growth regime. Since the great financial crisis inflation developments have posed major puzzles to economists as inflation … paper analyses whether the wage-price pass-through may have contributed to these inflation puzzles. Applying the Threshold … or diminish the puzzle of the missing disinflation of the past two recessions suggesting that inflation should be …

This study presents a framework for extracting long-run GDP growth and inflation expectations from financial market … inflation expectations for the euro area and for the United States …