Showing 1 - 10 of 327,090
Persistent link: https://www.econbiz.de/10014529004
The aim of this paper is to arrive with a valid model that represents the determinants of inflation in Britain. Hence …, convergence between the results from the empirical estimation and theory is found …
Persistent link: https://www.econbiz.de/10012732800
This note focusses on key issues - both conceptual and practical - with regard to the measurement of inflation such as … specific issues faced by these economies and how the resulting inflation indices differ across countries.Full Publication …: 'http://ssrn.com/abstract=2870167' Inflation Mechanisms, Expectations and Monetary Policy …
Persistent link: https://www.econbiz.de/10012979152
This study empirically verifies the existence of significant relationship between inflation and trade openness for … as explanatory variables with inflation rate as dependent variables. For this purpose, we have used multivariate Johansen …) and the expected empirical findings shows that there is a significant positive long-run relationship between inflation and …
Persistent link: https://www.econbiz.de/10011166999
Inflation expectation is acknowledged to be an important indicator for policy makers and financial investors. To … capture a more accurate real-time estimate of inflation expectation on the basis of financial markets, we propose an arbitrage …-free model across different countries in a multi-maturity term structure, where we first estimate inflation expectation by …
Persistent link: https://www.econbiz.de/10011389060
volatility estimation is considered. The empirical analysis is performed on futures contracts of both the Standard and Poors 500 …
Persistent link: https://www.econbiz.de/10012292347
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 prices and food prices in India. To further analyze these empirical … over the period from 1996Q2 to 2013Q2 by applying Bayesian estimation techniques. …
Persistent link: https://www.econbiz.de/10011336943
This study investigates the reaction of stock returns to the inflation announcement using time series data from 2012 to … 2018. To check the market efficiency or semi-strong efficiency of the Indian Stock Market for inflation announcement, we … have used an event study methodology. We selected nine events based on consensus estimate and actual inflation number; we …
Persistent link: https://www.econbiz.de/10012219559
for future inflation for the cross section of New EU Member States. This paper provides stylized facts on monetary versus … non-monetary (economic and fiscal) determinants of inflation in these countries as well as formal econometric evidence on … predicting inflation at longer (3-year) horizons. …
Persistent link: https://www.econbiz.de/10011605061
for future inflation for the cross section of New EU Member States. This paper provides stylized facts on monetary versus … non-monetary (economic and fiscal) determinants of inflation in these countries as well as formal econometric evidence on … predicting inflation at longer (3-year) horizons. -- Inflation forecasting ; leading indicators ; monetary policy ; information …
Persistent link: https://www.econbiz.de/10003831802