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Anchoring inflation expectations in the face of oil shocks & in the proximity of ZLB : a tale of two targeters
Nasir, Muhammad Ali; Balsalobre-Lorente, Daniel; Toan … - In: Energy economics 86 (2020), pp. 1-13
Persistent link: https://www.econbiz.de/10012511586
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Inflation targeting & implications of oil shocks for inflation expectations in oil-importing and exporting economies : evidence from three Nordic Kingdoms
Nasir, Muhammad Ali; Toan Luu Duc Huynh; Yarovaya, Larisa - In: International review of financial analysis 72 (2020), pp. 1-11
Persistent link: https://www.econbiz.de/10012437435
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Oil shocks and monetary policy rules in emerging economies
Alba, Joseph D.; Chia, Wai-mun; Zheng, Su - In: Applied economics 45 (2013) 34/36, pp. 4971-4984
Persistent link: https://www.econbiz.de/10010225881
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Monetary policy and inflationary shocks under imperfect credibility
Darracq Pariès, Matthieu; Moyen, Stéphane - In: Economics letters 116 (2012) 3, pp. 571-574
Persistent link: https://www.econbiz.de/10009674813
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Monetary Policy and Inflationary Shocks under Imperfect Credibility
Darracq Paries, Matthieu - 2009
imperfect credibility and weak anchoring of long-term expectations. Within a medium-scale DSGE model, we introduce through a … credibility could amount to 0.25 pp of output gap standard deviation …
Persistent link: https://www.econbiz.de/10013158817
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Identifying money and inflation expectation shocks on real oil prices
Benk, Szilárd; Gillman, Max - 2023
The paper adds money supply and inflation expectations shocks to a well-known three-variable structural model that identifies oil price shocks through fundamentals affecting the oil market. Impulse responses show the significance of our two additional monetary shocks in impacting real oil...
Persistent link: https://www.econbiz.de/10014295388
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The market for inflation risk
Bahaj, Saleem; Czech, Robert; Ding, Sitong; Reis, Ricardo - 2023
Persistent link: https://www.econbiz.de/10014330123
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Inflation expectations spillovers between the United States and euro area
Netšunajev, Aleksei; Winkelmann, Lars - 2014
We quantify spillovers of inflation expectations between the United States (US) and Euro Area (EA) based on break-even inflation (BEI) rates. In contrast to previous studies, we model US and EA BEI rates jointly in a structural vector autoregressive (SVAR) model. The SVAR approach allows to...
Persistent link: https://www.econbiz.de/10010255370
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Searching for the credibility of monetary policy in Turkey : evidence from structural VAR analysis
Alkan, Buket - In: Journal of economics and political economy : JEPE 6 (2019) 1, pp. 78-93
Persistent link: https://www.econbiz.de/10012014964
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Identifying Money and Inflation Expectation Shocks to Real Oil Prices
Benk, Szilard; Gillman, Max - 2022
The paper adds money supply and inflation expectations shocks to a well-known three-variable structural model that identifies oil price shocks through fundamentals affecting the oil market. Impulse responses show the significance of our two additional monetary shocks in impacting real oil...
Persistent link: https://www.econbiz.de/10014237391