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Global factors and trend inflation
16 references·11 citing·50 second hop
Global factors and trend inflation (2019)Global factors and trend inflationDoes the Fed Respond to Oil Price Shocks? (2011)Does the Fed Respond to Oil P…The Asymmetric Business Cycle (2010)The Asymmetric Business CycleReal Business Cycles in Emerging Countries? (2010)Real Business Cycles in Emerg…Global Inflation (2010)Global InflationDo Energy Prices Respond to U.S. Macroeconomic News? A Test of the Hypothesis of Predetermined Energy Prices (2010)Do Energy Prices Respond to U…Inflation-Gap Persistence in the US (2009)Inflation-Gap Persistence in …Why Has U.S. Inflation Become Harder to Forecast? (2007)Why Has U.S. Inflation Become…Globalisation and Inflation: New Cross-Country Evidence on the Global Determinants of Domestic Inflation (2007)Globalisation and Inflation: …Emerging Market Business Cycles: The Cycle Is the Trend (2007)Emerging Market Business Cycl…Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach* (2005)Measuring the Effects of Mone…Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach (2005)Measuring the Effects of Mone…Why Are the Beveridge-Nelson and Unobserved-Components Decompositions of GDP So Different? (2003)Why Are the Beveridge-Nelson …Macroeconomic Forecasting Using Diffusion Indexes (2002)Macroeconomic Forecasting Usi…Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Tests for Parameter Instabili…The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)The Great Crash, the Oil Pric…A new approach to decomposition of economic time series into permanent and transitory components with particular attention to measurement of the ‘business cycle’ (1981)A new approach to decompositi…The international dimension of trend inflation (2024)The international dimension o…Understanding trend inflation through the lens of the goods and services sectors (2023)Understanding trend inflation…Estimating the euro area output gap using multivariate information and addressing the COVID-19 pandemic (2023)Estimating the euro area outp…Here Comes the Change: The Role of Global and Domestic Factors in Post-Pandemic Inflation in Europe (2022)Here Comes the Change: The Ro…Global financial risk, the risk-taking channel, and monetary policy in emerging markets (2022)Global financial risk, the ri…A unified approach for jointly estimating the business and financial cycle, and the role of financial factors (2022)A unified approach for jointl…Has international CPI inflation comovement strengthened since the global financial crisis? (2021)Has international CPI inflati…Drivers of consumer prices and exchange rates in small open economies (2021)Drivers of consumer prices an…Measuring the effects of inflation and inflation uncertainty on output growth in the central and eastern European countries (2020)Measuring the effects of infl…Aid for trade and inflation: Exploring the trade openness, export product diversification and foreign direct investment channels (2020)Aid for trade and inflation: …Estimating and accounting for the output gap with large Bayesian vector autoregressions (2019)Estimating and accounting for…A Theory of the Consumption Function (1960)Optimal Properties of Exponentially Weighted Forecasts (1960)Time Series Analysis: Forecasting and Control (1977)Trends and random walks in macroeconmic time series (1982)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)Forecasting Using Principal Components From a Large Number of Predictors (2002)Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure (2006)Measuring Uncertainty (2015)Econometric policy evaluation: A critique (1976)Staggered Prices in a Utility-Maximizing Framework (1996)Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)Trend Inflation, Indexation, and Inflation Persistence in the New Keynesian Phillips Curve (2008)Forecasting Inflation (2013)Time-Varying Effects of Oil Supply Shocks on the US Economy (2013)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Testing for a Unit Root in Time Series Regression (1988)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)ARCH modeling in finance (1992)Macroeconomics and Reality (1980)Inside the Black Box: The Credit Channel of Monetary Policy Transmission (1995)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Large Bayesian vector auto regressions (2009)High Frequency Identification of Monetary Non-Neutrality: The Information Effect (2013)Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound (2016)Inference About the Change-Point in a Sequence of Random Variables (1970)Testing for the Constancy of Parameters Over Time (1989)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (1992)What is an Oil Shock? (2000)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)Time to Build and Aggregate Fluctuations (1982)Production, growth and business cycles (1988)Business cycles in emerging economies: the role of interest rates (2005)Sudden Stops, Financial Crises, and Leverage (2010)Policy risk and the business cycle (2014)Downward Nominal Wage Rigidity, Currency Pegs, and Involuntary Unemployment (2016)Credit market shocks and economic fluctuations: Evidence from corporate bond and stock markets (2009)Macro Factors in Bond Risk Premia (2009)A new index of financial conditions (2014)The Quarterly Journal of Economics (2024)Has the Business Cycle Changed and Why? (2002)Risk Matters: The Real Effects of Volatility Shocks (2011)Risk Premiums in Dynamic Term Structure Models with Unspanned Macro Risks (2013)Government Spending Multipliers in Good Times and in Bad: Evidence from US Historical Data (2017)Uninsured Idiosyncratic Risk and Aggregate Saving (1994)Closing Small Open Economy Models (2002)Growth Dynamics: The Myth of Economic Recovery (2008)From Financial Crash to Debt Crisis (2011)Capital flow waves: Surges, stops, flight, and retrenchment (2012)
this work references cited by second hop

References

  • 1989The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis7,685 cited
  • 1993Tests for Parameter Instability and Structural Change With Unknown Change Point4,325 cited
  • 2002Macroeconomic Forecasting Using Diffusion Indexes2,550 cited
  • 1981A new approach to decomposition of economic time series into permanent and transitory components with particular attention to measurement of the ‘business cycle’2,308 cited
  • 2005Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach1,852 cited
  • 2007Why Has U.S. Inflation Become Harder to Forecast?1,719 cited
  • 2007Emerging Market Business Cycles: The Cycle Is the Trend1,476 cited
  • 2005Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach*681 cited
  • 2010Real Business Cycles in Emerging Countries?577 cited
  • 2009Inflation-Gap Persistence in the US544 cited
  • 2003Why Are the Beveridge-Nelson and Unobserved-Components Decompositions of GDP So Different?542 cited
  • 2007Globalisation and Inflation: New Cross-Country Evidence on the Global Determinants of Domestic Inflation526 cited
  • 2010Do Energy Prices Respond to U.S. Macroeconomic News? A Test of the Hypothesis of Predetermined Energy Prices406 cited
  • 2010Global Inflation399 cited

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

  • 2011Does the Fed Respond to Oil Price Shocks?385 cited
  • 2010The Asymmetric Business Cycle270 cited
  • Cited by

    • 2019Estimating and accounting for the output gap with large Bayesian vector autoregressions65 cited
    • 2022Here Comes the Change: The Role of Global and Domestic Factors in Post-Pandemic Inflation in Europe42 cited
    • 2022Global financial risk, the risk-taking channel, and monetary policy in emerging markets28 cited
    • 2020Measuring the effects of inflation and inflation uncertainty on output growth in the central and eastern European countries27 cited
    • 2022A unified approach for jointly estimating the business and financial cycle, and the role of financial factors20 cited
    • 2024The international dimension of trend inflation18 cited
    • 2021Has international CPI inflation comovement strengthened since the global financial crisis?18 cited
    • 2021Drivers of consumer prices and exchange rates in small open economies18 cited
    • 2023Estimating the euro area output gap using multivariate information and addressing the COVID-19 pandemic17 cited
    • 2023Understanding trend inflation through the lens of the goods and services sectors16 cited
    • 2020Aid for trade and inflation: Exploring the trade openness, export product diversification and foreign direct investment channels6 cited