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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

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

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. - 2020

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

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

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

Inflation dynamics : expectations, structural breaks and global factors

Siklos, Pierre L. - 2020

Persistent link: https://www.econbiz.de/10012225237