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Replication of Grier, Henry, Olekalns and Shields (2004): The asymmetric effects of uncertainty on inflation and output growth

Savva, Christos S. - In: Journal of applied econometrics 31 (2016) 6, pp. 1192-1196

Persistent link: https://www.econbiz.de/10011689079

The relationship between shipping freight rates and inflation in the Euro Area

Michail, Nektarios; Melas, Konstantinos D.; Cleanthous, Lena - 2022

Persistent link: https://www.econbiz.de/10013368807

The relationship between shipping freight rates and inflation in the euro area

Michail, Nektarios; Melas, Konstantinos D.; Cleanthous, Lena - In: International economics : a journal published by CEPII … 172 (2022), pp. 40-49

Persistent link: https://www.econbiz.de/10014339395

The effects of uncertainty on currency substitution and inflation : evidence from emerging economies

Neanidis, Kyriakos C. (contributor); … - 2006

Persistent link: https://www.econbiz.de/10003327232

Macroeconomic uncertainty, inflation and growth : regime-dependent effects in the G7

Neanidis, Kyriakos C.; Savva, Christos S. - 2010

Persistent link: https://www.econbiz.de/10003989177

Macroeconomic uncertainty, inflation and growth : regime-dependent effects in the G7

Neanidis, Kyriakos C.; Savva, Christos S. - In: Journal of macroeconomics 35 (2013), pp. 81-92

Persistent link: https://www.econbiz.de/10009723988

House price dynamics and the reaction to macroeconomic changes: the case of Cyprus

Savva, Christos S. - 2015

Persistent link: https://www.econbiz.de/10011685480

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