Showing 1 - 10 of 1,676
The article provides estimates of short-run and medium-run exchange rate pass-through into domestic prices in Russia during the period of 2000–2012 using vector error correction model. Exchange rate pass-through asymmetry estimates, its assessments on different sub-periods and exchange rate...
Persistent link: https://www.econbiz.de/10011398366
and beyond the determinants of currency invoicing (i.e., inflation rate, inflation volatility, foreign exchange market … by a drop in inflation volatility. …
Persistent link: https://www.econbiz.de/10010275698
invoicing by eurozone countries is primarily caused by a drop in inflation volatility and can only to a small extent be …
Persistent link: https://www.econbiz.de/10013129945
producer currency invoicing by eurozone countries is primarily caused by a drop in inflation volatility and can only to a small …
Persistent link: https://www.econbiz.de/10013089132
producer currency invoicing by eurozone countries is primarily caused by a drop in inflation volatility and can only to a small …
Persistent link: https://www.econbiz.de/10013112497
We investigate the economic effects of three separate types of oil price shocks on the U.S. economy using a factor augmented vector autoregression framework and 185 monthly macroeconomic indicators from 1978 to 2017. We find that while increases in the price of crude oil triggered by oil...
Persistent link: https://www.econbiz.de/10012827557
Inflation volatility is clearly important for structural analysis, forecasting and policy purposes, yet it is often … overlooked in the literature. This paper compares inflation volatility among advanced open economies with inflation targeting …, the volatility of inflation was similar among countries, even when controlling for monetary policy activity and other …
Persistent link: https://www.econbiz.de/10012827759
Inflation volatility is clearly important for structural analysis, forecasting and policy purposes, yet it is often …
Persistent link: https://www.econbiz.de/10012249671
Trend inflation estimates for 12 of the largest Asian economies over 1995-2018 offer important insights on inflation … dynamics and inflation expectations. The disinflationary shocks that hit the region since 2014 were partly transitory, but … their effects have been different depending on the behaviour of trend inflation in each country. Countries with relatively …
Persistent link: https://www.econbiz.de/10012132591
. This paper investigates the transmission of external shocks to these economies via their impact on inflation and inflation … volatility. The empirical results suggest that in both Indonesia and Thailand, inflation and inflation volatility are more … sensitive to external shocks relative to domestic shocks, consistent with the globalization hypothesis. Inflation and inflation …
Persistent link: https://www.econbiz.de/10012863142