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Exchange Rates and Inflation Rates: Exploring Nonlinear Relationships

Adrangi, Bahram; Allender, Mary E.; Raffiee, Kambiz - In: Review of Economics & Finance 1 (2011) April, pp. 1-16

that may be inconsistent with chaotic structure. We identify GARCH(1,1) process as the model that best explains the … nonlinearities in the monthly exchange rates and inflation rates. Therefore, we propose and estimate bivariate GARCH(1,1) models of … the variances to ascertain the flow of information between exchange rates and prices. Bivariate GARCH models show that …

Persistent link: https://www.econbiz.de/10010927768

Inflation heterogeneity at the household level

Strasser, Georg; Messner, Teresa; Rumler, Fabio; … - 2023

Inflation affects the purchasing power of households. This paper documents large, idiosyncratic inflation differences between households in their everyday shopping. Low-income households have experienced higher inflation in the last ten years, but the difference for richer households has been...

Persistent link: https://www.econbiz.de/10014316426

Openness and Inflation

Wynne, Mark A. - 2011

This paper reviews the evidence on the relationship between openness and inflation. There is a robust negative relationship across countries, first documented by Romer (1993), between a country's openness to trade and its long-run inflation rate. However, a key part of the standard explanation...

Persistent link: https://www.econbiz.de/10013131834

Inflation Heterogeneity at the Household Level

Strasser, Georg; Messner, Teresa; Rumler, Fabio; … - 2023

Persistent link: https://www.econbiz.de/10014349603

Catching-Up and Inflation Differentials in a Heterogeneous Monetary Union : Some Implications for the Euro Area and New EU Member States

MacDonald, Ronald - 2008

monetary union, such as the euro area. We build on the new neoclassical synthesis (NNS) framework, recently advanced by …

Persistent link: https://www.econbiz.de/10012772401

Financial Openness and Inflation : Recent Evidence

Guender, Alfred V.; McHugh-Smith, Hamish - 2023

In a model comprising a bank and goods-producing firm, this paper advances the hypothesis that financial openness should be inversely related to the rate of inflation. Our empirical analysis reveals a strong and robust inverse link between financial openness and CPI inflation in over 100...

Persistent link: https://www.econbiz.de/10014258191

The Impact of Macroeconomic Variables on Stock Prices in Pakistan

Hunjra, Ahmed Imran; Chani, Muhammad Irfan; Ijaz, … - Volkswirtschaftliche Fakultät, … - 2014

Purpose: The macroeconomic variables are crucial for any change in economy for a country. Any abrupt change among these variables has impact on the economy in various ways. In case of any change the regulatory authority take steps and make amendment in their policies that would put the economy...

Persistent link: https://www.econbiz.de/10011113620

Inflation persistence

Fuhrer, Jeffrey C. - 2009

This paper examines the concept of inflation persistence in macroeconomic theory. It begins with a definition of persistence, emphasizing the difference between reduced]form and structural persistence. It then examines a number of empirical measures of reduced]form persistence, considering the...

Persistent link: https://www.econbiz.de/10003906727

Inflation uncertainty revisited : a proposal for robust measurement

Grimme, Christian; Henzel, Steffen; Wieland, Elisabeth - In: Empirical economics : a journal of the Institute for … 47 (2014) 4, pp. 1497-1523

Persistent link: https://www.econbiz.de/10010462019

Time series modelling of inflation in Botswana using monthly consumer price indices

Molebatsi, Kesaobaka; Raboloko, Mpho - In: International journal of economics and finance 8 (2016) 3, pp. 15-22

Persistent link: https://www.econbiz.de/10011447249