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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

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

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

Determinants of the CNY/USD exchange rate : a simultaneous-equation model

Hsing, Yu - In: International journal of monetary economics and finance 8 (2015) 3, pp. 274-281

Persistent link: https://www.econbiz.de/10011502648

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

Inflation volatility and inflation in the wake of the great recession

Çekin, Semih Emre; Valcarcel, Victor J. - In: Empirical economics : a journal of the Institute for … 59 (2020) 4, pp. 1997-2015

Persistent link: https://www.econbiz.de/10012304370

Long memory and structural change in the G7 inflation dynamics

Belkhouja, Mustapha; Mootamri, Imene - In: Economic modelling 54 (2016), pp. 450-462

Persistent link: https://www.econbiz.de/10011642242

The signalling content of asset prices for inflation : implications for quantitative easing

Haan, Leo de; End, Jan-Willem van den - In: Economic systems 42 (2018) 1, pp. 45-63

Persistent link: https://www.econbiz.de/10012126043

Time variation in inflation persistence : new evidence from modelling US inflation

Granville, Brigitte; Zeng, Ning - In: Economic modelling 81 (2019), pp. 30-39

Persistent link: https://www.econbiz.de/10012201440