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Inflation during the pandemic: what happened? what is next?

Ha, Jongrim; Kose, M. Ayhan; Ohnsorge, Franziska - 2021

We analyze the evolution and drivers of inflation during the pandemic and the likely trajectory of inflation in the near-term using an event study of inflation around global recessions and a factor-augmented vector auto-regression (FAVAR) model. We report three main results. First, the decline...

Persistent link: https://www.econbiz.de/10012584054

Inflation during the pandemic : what happened? what is next?

Ha, Jongrim; Kose, M. Ayhan; Ohnsorge, Franziska - 2021

Persistent link: https://www.econbiz.de/10012586458

Inflation during the pandemic : what happened? what is next?

Ha, Jongrim; Kose, M. Ayhan; Ohnsorge, Franziska - 2021

Persistent link: https://www.econbiz.de/10012588342

Time-varying sources of fluctuations in global inflation

Kim, Won Joong; Ko, Juyoung; Kwon, Won Soon; Piao, Chunyan - In: Economic modelling 143 (2025), pp. 1-18

Persistent link: https://www.econbiz.de/10015193343

Spillovers between sovereign bonds and the banking sector : evidence from Italy

Cafiso, Gianluca; Rivolta, Giulia - 2025

This study examines the relationship between sovereign spreads and banks in terms of risk transmission, using the seven largest Italian banks as a sample over the period from 2003 to 2023. Our objective is to quantify and compare volatility spillovers, and to investigate whether bank-specific...

Persistent link: https://www.econbiz.de/10015372003

The effects of Foreign Investment shocks on the US economic growth and risk factors

Motie, Golnaz Baradaran; Zeng, Zheng - In: Applied economics letters 32 (2025) 9, pp. 1215-1220

Persistent link: https://www.econbiz.de/10015444662

Applications of vector autoregressions in their scalar autoregressive component form

Krippner, Leo - 2024

Persistent link: https://www.econbiz.de/10015406893

Comparative analysis of VAR and SVAR models in assessing oil price shocks and exchange rate transmission to consumer prices in South Africa

Majenge, Luyanda; Mpungose, Sakhile; Msomi, Simiso - In: Econometrics : open access journal 13 (2025) 1, pp. 1-36

This study compared standard VAR, SVAR with short-run restrictions, and SVAR with long-run restrictions to investigate … financial crisis. The standard VAR model revealed that consumer prices responded positively to oil price shocks in the short …/USD) reacted to oil price shocks in a manner similar to the VAR model, with ZAR appreciating during the initial periods (1:7) and …

Persistent link: https://www.econbiz.de/10015408192

The effects of government spending on consumption and the real exchange rate : a comparison between developed and developing countries

Li, Yu; Zhu, Xiaoyang - In: International journal of emerging markets 19 (2024) 11, pp. 4226-4258

Persistent link: https://www.econbiz.de/10015395366

Countries' structural characteristics and the magnitude of fiscal shock

Senekovič, Marko - In: Naše gospodarstvo : NG 71 (2025) 1, pp. 1-11

The transmission channels of stabilizing fiscal policy remain partially unexplored, which presents a challenge for the effective management of economic policy. Using a broad dataset and vector autoregression methodology, this paper examines the relationship between selected structural...

Persistent link: https://www.econbiz.de/10015395686