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Structural instability of US inflation persistence

Zhang, Chengsi - In: Applied economics letters 15 (2008) 13/15, pp. 1147-1151

Persistent link: https://www.econbiz.de/10003801310

The great globalization and changing inflation dynamics

Zhang, Chengsi - In: International journal of central banking : IJCB 13 (2017) 4, pp. 191-226

Persistent link: https://www.econbiz.de/10011785095

The New Keynesian Phillips Curve : from sticky inflation to sticky prices

Zhang, Chengsi; Osborn, Denise R.; Kim, Dong-heon - In: Journal of money, credit and banking : JMCB 40 (2008) 4, pp. 667-699

Persistent link: https://www.econbiz.de/10003714545

Observed inflation forecasts and the New Keynesian Phillips Curve

Zhang, Chengsi; Osborn, Denise R.; Kim, Dong-heon - In: Oxford bulletin of economics and statistics 71 (2009) 3, pp. 375-398

Persistent link: https://www.econbiz.de/10003837871

Modeling US inflation dynamics : persistence and monetary policy regimes

Zhang, Chengsi; Clovis, Joel - In: Empirical economics : a journal of the Institute for … 36 (2009) 2, pp. 455-477

Persistent link: https://www.econbiz.de/10003823346

Identifying exchange rate effects and spillovers of US monetary policy shocks in the presence of time-varying instrument relevance

Liao, Wenting; Ma, Jun; Zhang, Chengsi - In: Journal of applied econometrics 38 (2023) 7, pp. 989-1006

Persistent link: https://www.econbiz.de/10014474382

Commodity returns co-movement, uncertainty shocks, and the US dollar exchange rate

Liao, Wenting; Ma, Jun; Zhang, Chengsi - In: Journal of international money and finance 143 (2024), pp. 1-24

Persistent link: https://www.econbiz.de/10014551345

Commodity Returns Co-movement and Its Relationship With Uncertainty Shock and the U.S. Dollar Exchange Rate

Liao, Wenting; Ma, Jun; Zhang, Chengsi - 2022

This study examines the time-varying effects of uncertainty shocks on the broadbased movement of commodity returns since the early 1990s. We employ a vector autoregression (VAR) augmented dynamic factor model with time-varying parameters and stochastic volatility (TVP-VAR-DFM-SV) to extract a...

Persistent link: https://www.econbiz.de/10013403343