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Informational roles of commodity prices for monetary policy: evidence from the Euro area
Tamakoshi, Go; Hamori, Shigeyuki - In: Economics Bulletin 32 (2012) 2, pp. 1282-1290
This paper examines the linear and nonlinear causal relationships between commodity price indices and macroeconomic variables such as the consumer price index (CPI) and the industrial production index (IP) in the Euro zone. We use monthly time series data from January 1999 to December 2011 and...
Persistent link: https://www.econbiz.de/10011278586
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Information costs, learning process and the effectiveness of monetary policy
Hamori, Shigeyuki - In: The Scandinavian journal of economics 91 (1989) 3, pp. 535-556
Persistent link: https://www.econbiz.de/10001083520
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Introduction of the Euro and the monetary policy of the European Central Bank
Hamori, Shigeyuki; Hamori, Naoko - 2010
Persistent link: https://www.econbiz.de/10003852539
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International term structure of interest rates in the euro area
Hamori, Shigeyuki; Hamori, Naoko - In: Applied economics letters 16 (2009) 10/12, pp. 1113-1116
Persistent link: https://www.econbiz.de/10003886654
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An empirical analysis of the monetary policy reaction function in India
Inoue, Takeshi; Hamori, Shigeyuki - 2009
Persistent link: https://www.econbiz.de/10003942075
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Indian economy : empirical analysis on monetary and financial issues in India
Inoue, Takeshi; Hamori, Shigeyuki - 2015
Persistent link: https://www.econbiz.de/10010422731
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Spillover effect of US monetary policy to ASEAN stock markets : evidence from Indonesia, Singapore, and Thailand
Yang, Lu; Hamori, Shigeyuki - In: Pacific-Basin finance journal 26 (2014), pp. 145-155
Persistent link: https://www.econbiz.de/10010498752
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An empirical analysis of the monetary policy reaction function in India
Inoue, Takeshi; Hamori, Shigeyuki - In: The Indian economic journal 60 (2012) 2, pp. 126-133
Persistent link: https://www.econbiz.de/10010433633
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Empirical research on monetary policy, asset prices and inflation : an analysis based on provincial panel data in China
Liu, Shenglong; Chen, Guifu; Hamori, Shigeyuki - In: Applied economics 46 (2014) 34/36, pp. 4190-4204
Persistent link: https://www.econbiz.de/10010462820
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Information content of commodity futures prices for monetary policy
Bhar, Ramaprasad; Hamori, Shigeyuki - In: Economic modelling 25 (2008) 2, pp. 274-283
Persistent link: https://www.econbiz.de/10003724834