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Dynamic connectedness of inflation around the world : a time-varying approach from G7 and E7 countries

Jiang, Yanhui; Qu, Bo; Hong, Yun; Xiao, Xiyue - In: The quarterly review of economics and finance 95 (2024), pp. 111-125

Persistent link: https://www.econbiz.de/10014631376

Financial conditions and density forecasts for US output and inflation

Alessandri, Piergiorgio; Mumtaz, Haroon - In: Review of economic dynamics 24 (2017), pp. 66-78

Persistent link: https://www.econbiz.de/10011847185

Foreign portfolio investment and the US macroeconomic conditions

Motie, Golnaz Baradaran; Zeng, Zheng - In: The North American journal of economics and finance : a … 68 (2023), pp. 1-20

Persistent link: https://www.econbiz.de/10014485286

Essays in empirical macroeconomics with application to monetary policy in a data-rich environment

Amir Ahmadi, Pooyan - 2009

Persistent link: https://www.econbiz.de/10008811068

The great moderation in the USA and across the world

Ćorić, Bruno; Muštra, Vinko - In: International journal of sustainable economy 6 (2014) 2, pp. 113-129

Persistent link: https://www.econbiz.de/10010409318

Global impacts of US monetary policy uncertainty shocks

Lastauskas, Povilas; Nguyen, Anh D. M. - 2021

We build a new empirical model to estimate the global impact of an increase in the volatility of US monetary policy … shocks. Specifically, we admit time-varying variances of local structural shocks from a stochastic volatility specification …. By allowing for rich dynamic interaction between the endogenous variables and time-varying volatility in the global …

Persistent link: https://www.econbiz.de/10012418859

Global impacts of US monetary policy uncertainty shocks

Lastauskas, Povilas; Nguyen, Anh D. M. - 2020

Persistent link: https://www.econbiz.de/10012416845

A measure of quantile-on-quantile connectedness for the US treasury yield curve spread, the US Dollar, and gold price

Wang, Mei-Chih; Chang, Tsangyao; Mikhaylov, Alexey; … - In: The North American journal of economics and finance : a … 74 (2024), pp. 1-16

Persistent link: https://www.econbiz.de/10015133703

Global impacts of US monetary policy uncertainty shocks

Lastauskas, Povilas; Nguyen, Anh D. M. - In: Journal of international economics 145 (2023), pp. 1-23

Persistent link: https://www.econbiz.de/10014480276

Inflation dynamics : expectations, structural breaks and global factors

Siklos, Pierre L. - In: Review of Economic Analysis : REA 12 (2020) 2, pp. 203-233

There is no consensus over the importance of "global forces" on inflation. This study explores the role of structural breaks in the inflation process, and their timing, whether it is common across countries, and the extent to which "global forces" are relevant. Three conclusions stand out....

Persistent link: https://www.econbiz.de/10012269197