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Inflation expectations spillovers between the United States and euro area
Netšunajev, Aleksei; Winkelmann, Lars - 2014
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
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Analysing the spillover of inflation in selected Euro-area countries
Tiwari, Aviral Kumar; Shahbaz, Muhammad; Hasim, … - In: Journal of quantitative economics 17 (2019) 3, pp. 551-577
Persistent link: https://www.econbiz.de/10012418724
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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
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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 - 2022
Persistent link: https://www.econbiz.de/10013483249
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Inflation synchronization and shock transmission between the eurozone and the non-Euro CEE economies : a wavelet quantile var approach
Alqaralleh, Huthaifa; Canepa, Alessandra; Muchova, Eva - 2024
Persistent link: https://www.econbiz.de/10014546177
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Art in times of crisis
David, Géraldine; Li, Yuexin; Oosterlinck, Kim; … - 2021
Persistent link: https://www.econbiz.de/10012624615
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Growth and Inflation Implications of Systemic Risk in the Euro Area Banking Industry : Lessons from the Financial Crisis
Kabundi, Alain Ntumba - 2020
This study has two objectives. It first assesses the output and inflation effects of systemic risk-taking in the euro area banking sector using a factor-augmented vector autoregressive model that exploits a 519 time-series rich dataset, including coherent measures of systemic risk in all its...
Persistent link: https://www.econbiz.de/10012838151
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Examining the time varying spillover dynamics of Indian financial indictors from global and local economic uncertainty
Kumar, Pawan; Singh, Vipul Kumar - In: Journal of quantitative economics 21 (2023) 1, pp. 99-121
Persistent link: https://www.econbiz.de/10014259133
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Inflation and systemic risk : a network econometric model
Sánchez-García, Javier; Cruz Rambaud, Salvador - In: Finance research letters 56 (2023), pp. 1-7
Persistent link: https://www.econbiz.de/10014473673
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Public Support for the Euro : Essays on Labor Productivity, Monetary Economics, and Political Economy, Vol. 2
Roth, Felix - 2022
Bank - Panel data evidence for the Euro Area, 1999-2012 -- Chapter 7: Crisis and Public Support for the Euro -- Chapter 8 …: The Eurozone Crisis and Citizens' Shattered Systemic Trust -- Chapter 9: The Enduring Popularity of the Euro throughout … legitimacy to the presidents of the European Central Bank to do “whatever it takes” when the euro has faced a crisis. Public …
Persistent link: https://www.econbiz.de/10013040878