Showing 1 - 10 of 18,851
Persistent link: https://www.econbiz.de/10012415215
Persistent link: https://www.econbiz.de/10012383756
Persistent link: https://www.econbiz.de/10012225237
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. Global inflation impacts inflation in both AE and EME, but the impact is …
Persistent link: https://www.econbiz.de/10012269197
Persistent link: https://www.econbiz.de/10014447776
Persistent link: https://www.econbiz.de/10003448504
Persistent link: https://www.econbiz.de/10003448508
This paper presents a quarterly global model linking individual country vector errorcorrecting models in which the domestic variables are related to the country-specific foreign variables. The global VAR (GVAR) model is estimated for 26 countries, the euro area being treated as a single economy,...
Persistent link: https://www.econbiz.de/10003230466
Persistent link: https://www.econbiz.de/10002808817
This paper presents a global model linking individual country vector error-correcting models in which the domestic variables are related to the country-specific variables as an approximate solution to a global common factor model. This global VAR is estimated for 26 countries, the euro area...
Persistent link: https://www.econbiz.de/10002746106