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Monetary policy and food inflation in South Africa: A quantile regression analysis
16 references·7 citing·42 second hop
Monetary policy and food inflation in South Africa: A quantile regression analysis (2020)Monetary policy and food inflation in Sou…Commodity prices, interest rates and the dollar (2009)Commodity prices, interest ra…The Effect of Monetary Policy on Real Commodity Prices (2008)The Effect of Monetary Policy…A Note On Rising Food Prices (2008)A Note On Rising Food PricesInflation dynamics and the cost channel of monetary transmission (2005)Inflation dynamics and the co…CAViaR (2004)CAViaRFurther Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)Further Evidence on the Great…The Cost Channel of Monetary Transmission (2001)The Cost Channel of Monetary …Optimal monetary policy responses to relative-price changes (2001)Optimal monetary policy respo…The Cost Channel of Monetary Transmission (2000)The Cost Channel of Monetary …Monetary Policy and Asset Price Volatility (2000)Monetary Policy and Asset Pri…Conditional Quantile Estimation and Inference for Arch Models (1996)Conditional Quantile Estimati…Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Testing the null hypothesis o…Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (1992)Further Evidence on the Great…Testing for a Unit Root in Time Series Regression (1988)Testing for a Unit Root in Ti…Some Unpleasant Monetarist Arithmetic (1981)Some Unpleasant Monetarist Ar…Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Likelihood Ratio Statistics f…Food inflation and monetary policy in emerging economies (2024)Food inflation and monetary p…Soaring inflation in sub-Saharan Africa: A fiscal root? 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Evidence From Quantile Regression Analysis (2022)Does Monetary Policy Stabilis…Optimal pricing and replenishment policy for perishable food supply chain under inflation (2021)Optimal pricing and replenish…Monetary Policy Channels and Agricultural Performance: Evidence from Nigeria (2021)Monetary Policy Channels and …A Novel Hybrid Deep Learning Model for Sugar Price Forecasting Based on Time Series Decomposition (2021)A Novel Hybrid Deep Learning …Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)Unit root tests for panel data (2001)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)Inside the Black Box: The Credit Channel of Monetary Policy Transmission (1995)The Financial Accelerator in a Quantitative Business Cycle Framework (1998)Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)One Decade of Inflation Targeting in the World: What Do We Know and What Do We Need to Know? 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(1998)The Science of Monetary Policy: A New Keynesian Perspective (1999)Optimal monetary policy in a currency area (2003)Sticky Prices and Monetary Policy: Evidence from Disaggregated US Data (2009)Monetary Non-neutrality in a Multisector Menu Cost Model (2010)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)The saving and investment nexus for China: evidence from cointegration tests (2005)Introductory Econometrics for Finance (2008)Time Series Analysis: Forecasting and Control (1977)Bounds testing approaches to the analysis of level relationships (2001)Unit root tests in panel data: asymptotic and finite-sample properties (2002)Trends and random walks in macroeconmic time series (1982)A simple panel unit root test in the presence of cross‐section dependence (2007)Why Does Stock Market Volatility Change Over Time? (1989)Measuring and Testing the Impact of News on Volatility (1993)Evaluating Interval Forecasts (1998)GARCH 101: The Use of ARCH/GARCH Models in Applied Econometrics (2001)MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE* (2006)CoVaR (2016)Residual-based tests for cointegration in models with regime shifts (1996)Economic growth, energy consumption, financial development, international trade and CO2 emissions in Indonesia (2013)The Quarterly Journal of Economics (2024)The monetary dynamics of hyperinflation (1956)Macroeconomics and Politics (1988)Equilibria under ‘active’ and ‘passive’ monetary and fiscal policies (1991)Presidential Address: Discount Rates (2011)Anatomy of a crisis: the causes and consequences of surging food prices (2008)How to Understand High Food Prices (2010)Rethinking the global food crisis: The role of trade shocks (2010)
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References

  • 1988Testing for a Unit Root in Time Series Regression19,288 cited
  • 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root14,647 cited
  • 1992Testing the null hypothesis of stationarity against the alternative of a unit root12,634 cited
  • 2002Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis5,745 cited
  • 1992Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis3,283 cited
  • 2004CAViaR2,210 cited
  • 1981Some Unpleasant Monetarist Arithmetic1,723 cited
  • 2000Monetary Policy and Asset Price Volatility1,274 cited
  • 2008A Note On Rising Food Prices1,100 cited
  • 2001Optimal monetary policy responses to relative-price changes557 cited
  • 2009Commodity prices, interest rates and the dollar544 cited
  • 2008The Effect of Monetary Policy on Real Commodity Prices398 cited
  • 2000The Cost Channel of Monetary Transmission394 cited
  • 2001The Cost Channel of Monetary Transmission305 cited
  • 1996Conditional Quantile Estimation and Inference for Arch Models264 cited
  • 2005

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Inflation dynamics and the cost channel of monetary transmission
250 cited

Cited by

  • 2021Optimal pricing and replenishment policy for perishable food supply chain under inflation38 cited
  • 2021A Novel Hybrid Deep Learning Model for Sugar Price Forecasting Based on Time Series Decomposition35 cited
  • 2023Soaring inflation in sub-Saharan Africa: A fiscal root?24 cited
  • 2024Food inflation and monetary policy in emerging economies14 cited
  • 2021Monetary Policy Channels and Agricultural Performance: Evidence from Nigeria13 cited
  • 2022Does Monetary Policy Stabilise Food Inflation in India? Evidence From Quantile Regression Analysis9 cited
  • 2023Examining The Relationship Between Foreign Debt And Poverty Reduction In Nigeria: Quantile Analysis From 1980-20191 cited