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International transmission of inflation among G-7 countries: A data-determined VAR analysis
16 references·14 citing·43 second hop
International transmission of inflation among G-7 countries: A data-determined VAR analysis (2006)International transmission of inflation a…Estimation and Inference of Impulse Responses by Local Projections (2005)Estimation and Inference of I…Price Stability in Open Economies (2003)Price Stability in Open Econo…Exchange Rate Pass-Through, Exchange Rate Volatility, and Exchange Rate Disconnect (2002)Exchange Rate Pass-Through, E…A Simple Framework for International Monetary Policy Analysis (2002)A Simple Framework for Intern…Open-Economy Inflation Targeting (2000)Open-Economy Inflation Target…Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)Monetary Policy Rules and Mac…Forecasting inflation (1999)Forecasting inflationMonetary policy rules in practice (1998)Monetary policy rules in prac…Impulse Response Functions Based on a Causal Approach to Residual Orthogonalization in Vector Autoregressions (1997)Impulse Response Functions Ba…The Effects of Monetary Policy Shocks: Evidence from the Flow of Funds (1996)The Effects of Monetary Polic…The Case for Flexible Exchange Rates (1996)The Case for Flexible Exchang…Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Estimation and Hypothesis Tes…Are Forecasting Models Usable for Policy Analysis? (1986)Are Forecasting Models Usable…Macroeconomics and Reality (1980)Macroeconomics and RealityEconometric policy evaluation: A critique (1976)Econometric policy evaluation…Essays in Positive Economics. 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this work references cited by second hop

References

  • 1980Macroeconomics and Reality12,826 cited
  • 1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models11,146 cited
  • 1976Econometric policy evaluation: A critique6,104 cited
  • 2000Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory*4,631 cited
  • 2005Estimation and Inference of Impulse Responses by Local Projections4,629 cited
  • 1954Essays in Positive Economics.2,999 cited
  • 1998Monetary policy rules in practice2,206 cited
  • 2000Open-Economy Inflation Targeting1,428 cited
  • 1999Forecasting inflation1,273 cited
  • 1986Are Forecasting Models Usable for Policy Analysis?1,224 cited
  • 1996The Effects of Monetary Policy Shocks: Evidence from the Flow of Funds1,209 cited
  • 1996The Case for Flexible Exchange Rates1,084 cited
  • 2002A Simple Framework for International Monetary Policy Analysis799 cited
  • 1997Impulse Response Functions Based on a Causal Approach to Residual Orthogonalization in Vector Autoregressions454 cited
  • 2002Exchange Rate Pass-Through, Exchange Rate Volatility, and Exchange Rate Disconnect424 cited

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2003
Price Stability in Open Economies
422 cited

Cited by

  • 2014Energy consumption, carbon emissions, and economic growth in India: Evidence from directed acyclic graphs174 cited
  • 2017What drives natural gas prices in the United States? – A directed acyclic graph approach90 cited
  • 2011System analysis approach for the identification of factors driving crude oil prices68 cited
  • 2015Dynamic integration of world oil prices: A reinvestigation of globalisation vs. regionalisation64 cited
  • 2021Housing market spillovers through the lens of transaction volume: A new spillover index approach52 cited
  • 2020Multiple relationships between fixed-asset investment and industrial structure evolution in China–Based on Directed Acyclic Graph (DAG) analysis and VAR model47 cited
  • 2021The Spillover of Inflation among the G7 Countries47 cited
  • 2009EXCHANGE RATE PASS‐THROUGH TO IMPORT PRICES IN SOUTH AFRICA: IS THERE ASYMMETRY?142 cited
  • 2010Dynamics and causality in industry-specific volatility42 cited
  • 2020Bias in Local Projections41 cited
  • 2022A review of inflation from 1906 to 2022: a comprehensive analysis of inflation studies from a global perspective29 cited
  • 2007Inflation Transmission in the EMU: A Markov-Switching VECM Analysis11 cited
  • 2021Inflation Co-Movement Dynamics: A Cross-Country Investigation Using a Continuous Wavelet Approach10 cited
  • 2021Bias in Local Projections10 cited