Similar Search Results

Monetary policy shocks, inflation persistence, and long memory

Lovcha, Yuliya; Perez-Laborda, Alejandro - In: Journal of macroeconomics 55 (2018), pp. 117-127

Persistent link: https://www.econbiz.de/10012127581

Oil price shocks and inflation dynamics in Nigeria : sensitivity of unit root to structural breaks

Odionye, Joseph Chukwudi; Ukeje, Okanta Sunday; Odo, … - In: International journal of business and economics … 8 (2019) 2, pp. 58-64

Persistent link: https://www.econbiz.de/10012231395

The associations between stock prices, inflation rates, interest rates are still persistent : empirical evidence from stock duration model

Eldomiaty, Tarek Ibrahim; Saeed, Yasmeen; Hammam, Rasha; … - In: Journal of economics, finance & administrative science 25 (2020) 49, pp. 149-161

Purpose - This paper aims to examine the effect of both inflation rate and interest rate on stock prices using quarterly data on non-financial firms listed in DJIA30 and NASDAQ100 for the period 1999-2016. The stock duration model is used to measure the sensitivity in variations in inflation...

Persistent link: https://www.econbiz.de/10012260161

Co-integration and common trends analysis with score-driven models : an application to the federal funds effective rate and US inflation rate

Blazsek, Szabolcs; Escribano, Álvaro; Licht, Adrian - 2019

Persistent link: https://www.econbiz.de/10012100515

Seasonality detection in small samples using score-driven nonlinear multivariate dynamic location models

Blazsek, Szabolcs; Escribano, Álvaro; Licht, Adrian - 2018

Persistent link: https://www.econbiz.de/10011914526

The impact of golbal uncertainty on the global economy, and large developed and developing economies

Kang, Wensheng; Ratti, Ronald A.; Vespignani, Joaquin L. - 2017

Persistent link: https://www.econbiz.de/10011710813

Money supply and inflation in Nigeria : implications for national development

Sola, Olorunfemi; Peter, Adeleke - In: International money and finance, (pp. 47-62). 2016

Persistent link: https://www.econbiz.de/10011523216

Score-driven non-linear multivariate dynamic location models

Blazsek, Szabolcs; Escribano, Álvaro; Licht, Adrian - 2017

Persistent link: https://www.econbiz.de/10011800285

The relationship between the inflation rate and the unemployment rate in Poland and their long-term associations with selected macroeconomic variables

Koterwa, Jan; Kycia, Hubert; Czapkiewicz, Anna - In: Managerial economics 24 (2023) 2, pp. 165-185

Persistent link: https://www.econbiz.de/10014556710

Modest Macroeconomic Effects of Monetary Policy Shocks During the Great Moderation : An Alternative Interpretation

Castelnuovo, Efrem - 2016

Cholesky-VAR impulse responses estimated with post-1984 U.S. data predict modest macroeconomic reactions to monetary policy shocks. We interpret this evidence by employing an estimated medium-scale DSGE model of the business cycle as a DataGenerating Process in a Monte Carlo exercise in which a...

Persistent link: https://www.econbiz.de/10012981367