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Dynamic spillovers of oil price shocks and policy uncertainty
Antonakakis, Nikolaos; Chatziantoniou, Ioannis; Filis, … - 2014
Persistent link: https://www.econbiz.de/10010360804
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Inflation Variability and the Relationship between Inflation and Growth
Jha, Raghbendra - 2015
We examine the effect of inflation variability and economic growth using annual historical data on both developing and … inflation variability by the five-year coefficient of variation of inflation, we obtain the following results: (1) For … developing countries, there is significant evidence to suggest that when the rate of inflation exceeds 10% inflation variability …
Persistent link: https://www.econbiz.de/10013038056
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Economic Policy Uncertainty : Persistence and Cross-Country Linkages
Aikins Abakah, Emmanuel Joel - 2020
This paper provides new evidence on the stochastic behaviour of the EPU (Economic Policy Uncertainty (EPU) index constructed by Baker et al. (2016) in six of the biggest economies (Canada, France, Japan, US, Ireland, and Sweden) over the period from January 1985 to October 2019. In particular,...
Persistent link: https://www.econbiz.de/10012833734
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Monetary policy, global liquidity and commodity price dynamics
Belke, Ansgar; Bordon, Ingo G.; Hendricks, Torben - 2010
useful information about variables such as commodity prices which matter for aggregate demand and thus inflation. Given this …
Persistent link: https://www.econbiz.de/10010208787
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Global food prices and business cycle dynamics in an emerging market economy
Holtemöller, Oliver; Mallick, Sushanta Kumar - 2015
This paper investigates a perception in the political debates as to what extent poor countries are affected by price movements in the global commodity markets. To test this perception, we use the case of India to establish in a standard SVAR model that global food prices influence aggregate...
Persistent link: https://www.econbiz.de/10011336943
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Interplays among R&D spending, patent and income growth : new empirical evidence from the panel of countries and groups
Das, Ramesh Chandra - In: Journal of innovation and entrepreneurship : JIE 9 (2020) 18, pp. 1-22
Industrial houses and governments of different countries and groups spend a sizeable amount of their earnings upon research and development activities to create new products and obtain patents for them. The short-run motive is to get patents, and the long-run motive is to influence income growth...
Persistent link: https://www.econbiz.de/10012294665
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On the Inflation Risks Embedded in Sovereign Bond Yields : A Revisit
Camba-Mendez, Gonzalo - 2020
We revisit the concept of the cost of hedging inflation risks put forward in Bodie (1976). When doing so, we employ a …-varying compensation for expected and unexpected inflation shocks embedded in the sovereign bond yields of Germany, France, Japan and the … reflection of a low real risk-free rate, low inflation expectations and a low cost for hedging inflation risks. We have not …
Persistent link: https://www.econbiz.de/10012842461
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Monetary Policy, Global Liquidity and Commodity Price Dynamics
Belke, Ansgar Hubertus - 2010
useful information about variables such as commodity prices which matter for aggregate demand and thus inflation. Given this …
Persistent link: https://www.econbiz.de/10013144671
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Time-Varying Correlation Between Oil and Stock Market Volatilities : Evidence From Oil-Importing and Oil-Exporting Countries
Boldanov, Rustam - 2018
This paper investigates the time-varying conditional correlation between oil price and stock market volatility for six major oil-importing and oil-exporting countries. The period of the study runs from January 2000 until December 2014 and a Diag-BEKK model is employed. Our findings report the...
Persistent link: https://www.econbiz.de/10012910118
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Understanding UK Inflation : The Role of Openness
Balakrishnan, Ravi; Lopez-Salido, David - 2003
In this paper, inflation dynamics in the United Kingdom are re-examined. Standard specifications of traditional … Phillips curves have tended to overpredict inflation in the recent low inflation, low unemployment era in the United States … Phillips curve framework by introducing external shocks (terms of trade shocks or domestically generated inflation). This does …
Persistent link: https://www.econbiz.de/10014105723