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adjustment to petroleum price increases and inflation, competition, changing occupational structure and trade structure, role of …
Persistent link: https://www.econbiz.de/10010966661
in China inflation dynamics over 1981¨C2007. In order to capture accurately the statistical nature of potential … structural change tests in the presence of nuisance parameter. Empirical results suggest that China inflation dynamics witnessed …
Persistent link: https://www.econbiz.de/10010944937
mises en oeuvre par les banques centrales retenant comme seul objectif le taux d’inflation, est le point de départ pour …
Persistent link: https://www.econbiz.de/10011003763
mises en oeuvre par les banques centrales retenant comme seul objectif le taux d’inflation, est le point de départ pour …
Persistent link: https://www.econbiz.de/10010539077
mises en oeuvre par les banques centrales retenant comme seul objectif le taux d’inflation, est le point de départ pour …
Persistent link: https://www.econbiz.de/10010756905
Persistent link: https://www.econbiz.de/10005166748
This paper investigates the response of stock market volatility to a monetary policy shock using a structural factor-augmented Bayesian vector autoregressive (FAVAR) model. We construct a monthly dataset of realized volatilities of the constituents of the S&P500 index and extract volatility...
Persistent link: https://www.econbiz.de/10010695730
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