SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Inflation Transmission in the EMU: A Markov-Switching VECM Analysis
16 references·0 citing·46 second hop
Inflation Transmission in the EMU: A Markov-Switching VECM Analysis (2007)Inflation Transmission in the EMU: A Mark…Inflation Persistence and Price-Setting Behaviour in the Euro Area: A Summary of the Inflation Persistence Network Evidence (2010)Inflation Persistence and Pri…Were There Regime Switches in U.S. Monetary Policy? (2006)Were There Regime Switches in…International transmission of inflation among G-7 countries: A data-determined VAR analysis (2006)International transmission of…Inflation Persistence and Price-Setting Behaviour in the Euro Area - a Summary of the Ipn Evidence (2006)Inflation Persistence and Pri…Euro area inflation persistence (2006)Euro area inflation persisten…Is Inflation Persistence Intrinsic in Industrial Economies? (2004)Is Inflation Persistence Intr…Inflation Persistence in the European Union, the Euro Area, and the United States (2004)Inflation Persistence in the …Is Inflation Persistence Intrinsic In Industrial Economies? (2002)Is Inflation Persistence Intr…Effects of U.S. Inflation on Hong Kong and Singapore (2002)Effects of U.S. Inflation on …The Markov-Switching Vector Autoregressive Model (1997)The Markov-Switching Vector A…Markov-Switching Vector Autoregressions (1997)Markov-Switching Vector Autor…Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Likelihood-Based Inference in…Approximately Median-Unbiased Estimation of Autoregressive Models (1994)Approximately Median-Unbiased…A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)A New Approach to the Economi…The International Transmission of Inflation (1984)The International Transmissio…Expectations and Exchange Rate Dynamics (1976)Expectations and Exchange Rat…Staggered prices in a utility-maximizing framework (1983)Inflation forecast targeting: Implementing and monitoring inflation targets (1997)Inflation dynamics: A structural econometric analysis (1999)Regional inflation dynamics within and across euro area countries and a comparison with the United States (2008)Downward Nominal And Real Wage Rigidity: Survey Evidence From European Firms (2009)Downward Nominal and Real Wage Rigidity: Survey Evidence from European Firms* (2010)The dynamics of trade and competition (2008)Interbank Exposures: An Empirical Examination of Systemic Risk in the Belgian Banking System (2010)The Bond Premium in a DSGE Model with Long-Run Real and Nominal Risks (2010)The Pricing Behaviour of Firms in the Euro Area: New Survey Evidence (2010)A Macroeconomic Model with a Financial Sector (2012)Macroprudential Policy, Countercyclical Bank Capital Buffers and Credit Supply: Evidence from the Spanish Dynamic Provisioning Experiments (2012)Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends? (1980)Trends and random walks in macroeconmic time series (1982)Trends and random walks in macroeconomic time series (1988)The Macroeconomic Effects of Inflation Targeting (2004)What do we learn from the price of crude oil futures? (2010)Evaluating early warning indicators of banking crises: Satisfying policy requirements (2014)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)ARCH modeling in finance (1992)Introductory Econometrics for Finance (2008)Statistical analysis of cointegration vectors (1988)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Generalized impulse response analysis in linear multivariate models (1998)Numerical distribution functions of likelihood ratio tests for cointegration (1999)Bounds testing approaches to the analysis of level relationships (2001)The Science of Monetary Policy: A New Keynesian Perspective (1999)Permanent and Transitory Policy Shocks in an Empirical Macro Model with Asymmetric Information (2003)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Has the inflation process changed? (2006)Does Inflation Targeting Anchor Long-Run Inflation Expectations? Evidence from Long-Term Bond Yields in the U.S., U.K. And Sweden (2007)Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)Structural Vector Autoregressions: Theory of Identification and Algorithms for Inference (2009)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2010)Macroeconomic Shocks and Their Propagation (2016)Empirical exchange rate models of the seventies (1983)Convergence Across States and Regions (1991)The Purchasing Power Parity Puzzle (1996)Monetary Policy and Inflation Dynamics (2004)Averaging forecasts from VARs with uncertain instabilities (2009)Real-Time Inflation Forecasting in a Changing World (2012)The European business cycle (2003)Regime switching models (2010)Time-varying short-horizon predictability☆ (2010)
this work references cited by second hop

References

  • 1989A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle9,681 cited
  • 1995Likelihood-Based Inference in Cointegrated Vector Autoregressive Models5,336 cited
  • 1976Expectations and Exchange Rate Dynamics4,704 cited
  • 2006Were There Regime Switches in U.S. Monetary Policy?1,607 cited
  • 1997Markov-Switching Vector Autoregressions583 cited
  • 1994Approximately Median-Unbiased Estimation of Autoregressive Models428 cited
  • 2004Is Inflation Persistence Intrinsic in Industrial Economies?218 cited
  • 2010Inflation Persistence and Price-Setting Behaviour in the Euro Area: A Summary of the Inflation Persistence Network Evidence168 cited
  • 2006Inflation Persistence and Price-Setting Behaviour in the Euro Area - a Summary of the Ipn Evidence155 cited
  • 2002Is Inflation Persistence Intrinsic In Industrial Economies?149 cited
  • 2006Euro area inflation persistence129 cited
  • 1984The International Transmission of Inflation123 cited
  • 1997The Markov-Switching Vector Autoregressive Model112 cited
  • 2006International transmission of inflation among G-7 countries: A data-determined VAR analysis54 cited
  • 2004Inflation Persistence in the European Union, the Euro Area, and the United States

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

51 cited
  • 2002Effects of U.S. Inflation on Hong Kong and Singapore49 cited
  • Cited by

    No citing works inside the corpus for this window.