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Monetary, fiscal, and structural drivers of inflation in Ethiopia : new empirical evidence from time series analysis
Ndikumana, Léonce; Nkurunziza, Janvier D.; Sánchez … - In: Review of development economics : an essential resource … 27 (2023) 2, pp. 924-962
Persistent link: https://www.econbiz.de/10014252567
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Four essays in econometrics and macroeconomics
Born, Benjamin - 2011
Persistent link: https://www.econbiz.de/10009422848
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State space models for the exchange rate pass-through : determinants and null/full pass-through hypotheses
Martins de Souza, Rafael; Maciel, Luiz Felipe Pires; … - In: Applied economics 45 (2013) 34/36, pp. 5062-5075
Persistent link: https://www.econbiz.de/10010226437
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Nowcasting inflation : a state-space approach using high-frequency data
Allon, Joan Christine S.; Bautista, Dennis M.; Dacio, … - 2022
Persistent link: https://www.econbiz.de/10014318696
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Various core inflation estimates for Kazakhstan
Orlov, Konstantin; Sejdahmetov, Aņsar - 2023
Persistent link: https://www.econbiz.de/10014326098
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Monetary policy across inflation regimes
Gargiulo, Valeria; Matthes, Christian; Petrova, Katerina - 2024
Does the effect of monetary policy depend on the prevailing level of inflation? In order to answer this question, we … construct a parsimonious nonlinear time series model that allows for inflation regimes. We find that the effects of monetary … policy are markedly different when year-over-year inflation exceeds 5.5 percent. Below this threshold, changes in monetary …
Persistent link: https://www.econbiz.de/10014464407
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Fed and ECB : their target interest rates and their efficiency
Kallianiotis, Ioannis N. - In: The international journal of finance 27 (2015) 1, pp. 126-157
Persistent link: https://www.econbiz.de/10011691258
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A time-varying parameter model of inflation in India
Kumar, Sudhanshu; Srinivasan, Naveen; Ramachandran, Muthiah - In: Indian growth and development review 5 (2012) 1, pp. 25-50
Persistent link: https://www.econbiz.de/10009551661
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Using mean reversion as a measure of persistence
Dias, Daniel (contributor);  … - 2005
This paper elaborates on the alternative measure of persistence recently suggested in Marques (2004), which is based on the idea of mean reversion. A formal distinction between γ, the unconditional probability of a given process not crossing its mean in period t and γ̂, its estimator, is made...
Persistent link: https://www.econbiz.de/10002817409
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Using mean reversion as a measure of persistence
Dias, Daniel; Marques, Carlos Robalo - 2005
Persistent link: https://www.econbiz.de/10002863076