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The asymmetric impact of economic policy and oil price uncertainty on inflation : evidence from developed and emerging economies
Anderl, Christina; Caporale, Guglielmo Maria - 2023
inflation by using a Nonlinear ARDL (NARDL) model, which is compared to a benchmark linear ARDL one. Using monthly data from the … and OPU shocks are larger when allowing for asymmetries in the context of the NARDL framework. Further, EPU shocks …, especially negative ones, have a stronger impact on inflation than OPU ones and capture some of the monetary policy uncertainty …
Persistent link: https://www.econbiz.de/10013543029
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The chronology of Brexit and UK monetary policy
Geiger, Martin; Güntner, Jochen - In: Journal of monetary economics 142 (2024), pp. 1-18
Persistent link: https://www.econbiz.de/10015071194
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Modeling the demand for money in light of economic uncertainty in Saudi Arabia
Al Rasasi, Moayad; AlMutairi, Amlak - 2024
Persistent link: https://www.econbiz.de/10014485388
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Can gold or silver be used as a hedge against policy uncertainty and COVID-19 in the Chinese market?
Chiang, Thomas C. - In: China finance review international 12 (2022) 4, pp. 571-600
Persistent link: https://www.econbiz.de/10013453609
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Economic policy uncertainty and household infllation uncertainty
Binder, Carola Conces - In: The B.E. journal of macroeconomics 17 (2017) 2, pp. 1-20
Persistent link: https://www.econbiz.de/10011737001
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Asymmetries, uncertainty and inflation : evidence from developed and emerging economies
Anderl, Christina; Caporale, Guglielmo Maria - In: Journal of economics and finance : JEF 47 (2023) 4, pp. 984-1017
Persistent link: https://www.econbiz.de/10014448593
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The effects of conventional and unconventional monetary policy on the unemployment rate in the US
Dash, Pradyumna - In: Journal of economic studies 50 (2023) 7, pp. 1413-1427
Persistent link: https://www.econbiz.de/10014428606
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The role of economic policy uncertainty in predicting U.S. recessions : a mixed-frequency Markov-switching vector autoregressive approach
Balcilar, Mehmet; Gupta, Rangan; Segnon, Mawuli - 2016
This paper analyzes the performance of the monthly economic policy uncertainty (EPU) index in predicting recessionary regimes of the (quarterly) U.S. GDP. In this regard, the authors apply a mixed-frequency Markov-switching vector autoregressive (MF-MSVAR) model, and compare its in-sample and...
Persistent link: https://www.econbiz.de/10011443536
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Effectives of monetary policy under the high and low economic uncertainty states: evidence from the major Asian economies
Balcilar, Mehmet; Ozdemir, Zeynel Abidin; Ozdemir, Huseyin - 2021
This study examines the monetary policy effectiveness of five major Asian countries (China, Hong Kong, India, Japan, and South Korea) using a quantile vector autoregression (QVAR) model-based spillover estimation approach of Balcilar et al. (2020b) at different quantile paths. To do this, we...
Persistent link: https://www.econbiz.de/10012549189
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FOMC policy preferences and economic policy uncertainty
Ellis, Michael A.; Liu, Dandan - In: Economics letters 205 (2021), pp. 1-4
Persistent link: https://www.econbiz.de/10013202697