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Revisiting the linkages between oil prices and macroeconomy for the euro area : does energy inflation still matter?
Jawadi, Fredj; Cheffou, Abdoulkarim Idi; Bu, Ruijun - In: Energy economics 127 (2023) 1, pp. 1-13
Persistent link: https://www.econbiz.de/10014487385
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Modelling nonlinearities in commodity prices using smooth transition regression models with exogenous transition variables
Fahmy, Hany - In: Statistical Methods and Applications 23 (2014) 4, pp. 577-600
This paper investigates the nonlinearities in commodity prices using smooth transition regression (STR) models. What distinguishes this paper from the majority of the studies in the smooth transition literature is its use of exogenous transition variables, in addition to the standard...
Persistent link: https://www.econbiz.de/10011151895
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Maximum Likelihood Estimation of Dynamic Panel Threshold Models
Ramírez-Rondán, Nelson - Peruvian Economic Association - PEA - 2015
Threshold estimation methods are developed for dynamic panels with individual fixed specific effects covering short time periods. Maximum likelihood estimation of the threshold and the slope parameters is proposed using first difference transformations. Threshold estimate is shown to be...
Persistent link: https://www.econbiz.de/10011211006
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Globalization and inflation : a threshold investigation
Ahmad, Saad; Civelli, Andrea - In: Journal of macroeconomics 48 (2016), pp. 283-304
Persistent link: https://www.econbiz.de/10011707801
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Nonlinear models of the Phillips curve
Cristini, Annalisa; Ferri, Piero - In: Journal of evolutionary economics 31 (2021) 4, pp. 1129-1155
Persistent link: https://www.econbiz.de/10012663683
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Money and inflation in a nonlinear model
George, Donald A.R.; Oxley, Les - In: Mathematics and Computers in Simulation (MATCOM) 78 (2008) 2, pp. 257-265
A nonlinear model of inflation and growth, with a fixed rate of money growth, is developed and its global dynamics analysed. These are compared with the local, linearised dynamics of the model. It is shown that the global dynamics of the model plausibly predict hyperinflationary bubbles, which...
Persistent link: https://www.econbiz.de/10010749680
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Macroeconomic uncertainty, inflation and growth: Regime-dependent effects in the G7
Neanidis, Kyriakos C.; Savva, Christos S. - In: Journal of Macroeconomics 35 (2013) C, pp. 81-92
We analyze the causal effects of real and nominal macroeconomic uncertainty on inflation and output growth by considering whether these effects are cycle phase specific. Employing a bivariate Smooth Transition EGARCH-M model for the G7 countries during 1957–2009, we find strong nonlinearities....
Persistent link: https://www.econbiz.de/10011065298
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On the nonlinear relationship between inflation and economic growth
Eggoh, Jude C.; Khan, Muhammad - In: Research in Economics 68 (2014) 2, pp. 133-143
techniques, this study highlights two aspects of the inflation–growth relationship. First, it analyzes the nonlinearity of the … identifies some country-based macroeconomic features that influence this nonlinearity. Our empirical results substantiate both … views and validate the fact that inflation–growth nonlinearity is sensitive to a country׳s level of financial development …
Persistent link: https://www.econbiz.de/10011065814
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Exchange-rate pass-through to import prices: nonlinearities and exchange rate and inflationary regimes
Kılıç, Rehim - 2010
This paper investigates the relationship between exchange rate pass-through and exchange rate appreciations/depreciations and inflation by estimating nonlinear time series models. Motivated by theoretical and empirical results in the literature, the paper proposes new econometric models that can...
Persistent link: https://www.econbiz.de/10010273645
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Nonlinear Impact of Inflation on Relative Price Variability
Caglayan, Mustafa; Filiztekin, Alpay - Regional and International Economic Development Group, … - 2001
In this paper we investigate the link between inflation and relative price variability, and the impact of structural changes in the behavior of inflation using a half-a-century long disaggregated data. Employing panel data techniques to control for aggregate shocks, we show that: 1) the effect...
Persistent link: https://www.econbiz.de/10005148484