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applied to quarterly and monthly US inflation in an empirical study. We find that the persistence of quarterly inflation has … and density forecasts for monthly US inflation …
Persistent link: https://www.econbiz.de/10012924242
We investigate the economic effects of three separate types of oil price shocks on the U.S. economy using a factor augmented vector autoregression framework and 185 monthly macroeconomic indicators from 1978 to 2017. We find that while increases in the price of crude oil triggered by oil...
Persistent link: https://www.econbiz.de/10012827557
the Phillips curve over time. We consider different specifications and different measures for inflation. Furthermore, we ….S. headline inflation has remained empirically relevant over the years. …
Persistent link: https://www.econbiz.de/10012665848
the Phillips curve over time. We considerdifferent specifications and different measures for inflation. Furthermore, we ….S. headline inflation has remained empirically relevant over the years …
Persistent link: https://www.econbiz.de/10013313573
An approach to decomposing and interpreting the inflation process is proposed. It suggests that the low U.S. inflation …
Persistent link: https://www.econbiz.de/10011584497
applied to quarterly and monthly US inflation in an empirical study. We find that the persistence of quarterly inflation has … and density forecasts for monthly US inflation. …
Persistent link: https://www.econbiz.de/10011809984
investment can help hedge against inflation in the United States (US) and Canada. This study employed an autoregressive … against inflation in the United States and Canada. …
Persistent link: https://www.econbiz.de/10012886334
We test the importance of multivariate information for modelling and forecasting inflation's conditional mean and … variance. In the literature, the existence of inflation's conditional heteroskedasticity has been debated for years, as it … seemed to appear only in some datasets and for some lag lengths. This phenomenon might be due to the fact that inflation …
Persistent link: https://www.econbiz.de/10010328579
We test the importance of multivariate information for modelling and forecasting inflation's conditional mean and … variance. In the literature, the existence of inflation's conditional heteroskedasticity has been debated for years, as it … seemed to appear only in some datasets and for some lag lengths. This phenomenon might be due to the fact that inflation …
Persistent link: https://www.econbiz.de/10003746036
Persistent link: https://www.econbiz.de/10013272772