Showing 1 - 10 of 5,366
We quantify spillovers of inflation expectations between the United States (US) and Euro Area (EA) based on break-even inflation (BEI) rates. In contrast to previous studies, we model US and EA BEI rates jointly in a structural vector autoregressive (SVAR) model. The SVAR approach allows to...
Persistent link: https://www.econbiz.de/10010255370
Persistent link: https://www.econbiz.de/10003399107
Persistent link: https://www.econbiz.de/10009348023
Persistent link: https://www.econbiz.de/10011305615
Persistent link: https://www.econbiz.de/10009729636
Persistent link: https://www.econbiz.de/10011941854
Persistent link: https://www.econbiz.de/10010202216
Persistent link: https://www.econbiz.de/10009787236
Persistent link: https://www.econbiz.de/10010342367
Persistent link: https://www.econbiz.de/10010342663