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Drivers and spillover effects of inflation : the United States, the euro area, and the United Kingdom

Hall, Stephen G.; Tavlas, George S.; Wang, Yongli - In: Journal of international money and finance 131 (2023), pp. 1-31

Persistent link: https://www.econbiz.de/10014248802

Drivers and spillover effects of inflation: the United States, the Euro Area, and the United Kingdom

Hall, Stephen G.; Tavlas, George S.; Wang, Yongli - 2022

Persistent link: https://www.econbiz.de/10013483249

Cross-country spillovers of national financial markets and the effectiveness of ECB policies during the euro-area crisis

Gibson, Heather D.; Hall, Stephen G.; GeFang, Deborah; … - In: Oxford economic papers 73 (2021) 4, pp. 1454-1470

Persistent link: https://www.econbiz.de/10012655261

Did the absence of a central bank backstop in the sovereign bond markets exacerbate spillovers during the euro-area crisis?

Gibson, Heather D.; Hall, Stephen G.; Gefang, Deborah; … - 2020

Persistent link: https://www.econbiz.de/10012264947

A portfolio balance approach to Euro-area money demand in a time-varying environment

Hall, Stephen G.; Hondroyiannis, George B.; Swamy, … - 2008

Persistent link: https://www.econbiz.de/10003753354

Assessing the causal relationship between euro-area money and price in a time-varying environment

Hall, Stephen G.; Hondroyiannis, George B.; Swamy, … - 2009

The paper provides new evidence on the causal relationship between money and price for the euro area using quarterly data for the period 1980 to 2006, employing two alternative methods of estimation: the vector error correction (VEC) and time-varying coefficient (TVC) estimation techniques. The...

Persistent link: https://www.econbiz.de/10003886229