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 identify US and EA specific inflation expectations shocks. By modeling the …

To what extent are US and Euro Area (EA) inflation expectations determined by foreign shocks? How do transmissions … VAR model of weekly financial markets’ inflation expectations and an index of commodity futures. For the identification of … nature and origin of identified shocks. In line with the discussion about global inflation, we find that inflation …

banking performance in four Asian economies: the People's Republic of China (PRC); Hong Kong, China; Singapore; and Taipei …,China. Both the PRC and Hong Kong, China operate under a fragmented financial regulatory structure, while Singapore and Taipei …

banking performance in four Asian economies: the People's Republic of China (PRC); Hong Kong, China; Singapore; and Taipei …, China. Both the PRC and Hong Kong, China operate under a fragmented financial regulatory structure, while Singapore and …

We assess the effects of financial shocks on inflation, and to what extent financial shocks can account for the … shocks through sign restrictions. Our main finding is that expansionary financial shocks temporarily lower inflation. This … during the latest financial crisis. We then explore the transmission channels of financial shocks relevant for inflation, and …