SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Fractional cointegration between gold price and inflation rate: Implication for inflation rate persistence
16 references·0 citing·50 second hopsampled
Fractional cointegration between gold price and inflation rate: Implication for inflation rate persistence (2021)Fractional cointegration between gold pri…Hedging oil price risk with gold during COVID-19 pandemic (2020)Hedging oil price risk with g…Gold and inflation(s) – A time-varying relationship (2016)Gold and inflation(s) – A tim…Are gold and silver a hedge against inflation? A two century perspective (2015)Are gold and silver a hedge a…On the economic determinants of the gold–inflation relation (2014)On the economic determinants …Likelihood Inference for a Fractionally Cointegrated Vector Autoregressive Model (2012)Likelihood Inference for a Fr…Inflation targeting and inflation persistence in Asia–Pacific (2012)Inflation targeting and infla…Time and place where gold acts as an inflation hedge: An application of long-run and short-run threshold model (2010)Time and place where gold act…Multiple local whittle estimation in stationary systems (2008)Multiple local whittle estima…Determinants of the Physical Demand for Gold: Evidence from Panel Data (2008)Determinants of the Physical …Inflation persistence: Alternative interpretations and policy implications (2007)Inflation persistence: Altern…The persistence of inflation in the United States (2006)The persistence of inflation …Inflation persistence and robust monetary policy design (2006)Inflation persistence and rob…Systematic Monetary Policy and the Effects of Oil Price Shocks (1997)Systematic Monetary Policy an…Gold and commodity prices as leading indicators of inflation: Tests of long-run relationship and predictive performance (1997)Gold and commodity prices as …Efficient Tests of Nonstationary Hypotheses (1994)Efficient Tests of Nonstation…Approximately Median-Unbiased Estimation of Autoregressive Models (1994)Approximately Median-Unbiased…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)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)An overview of global gold market and gold price forecasting (2010)The macroeconomic determinants of volatility in precious metals markets (2010)Does gold act as a hedge or a safe haven for stocks? A smooth transition approach (2014)Econometric policy evaluation: A critique (1976)Macroeconomics and Reality (1980)The federal funds rate and the channels of monetary transmission (1989)Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach (2005)Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market (2009)THE IMPACT OF OIL PRICE SHOCKS ON THE U.S. STOCK MARKET* (2009)Time Series Analysis Forecasting and Control. (1971)Time Series Analysis: Forecasting and Control (1977)5 Stochastic volatility (1996)Dealing with Structural Breaks (2005)Unit Roots and Cointegration in Panels (2008)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)Investigating Inflation Persistence Across Monetary Regimes* (2008)Macroeconomic forecasting and structural change (2011)The Role of Automatic Stabilizers in the U.S. Business Cycle (2016)Postwar U.S. Business Cycles: An Empirical Investigation (1997)Reassessing the role of precious metals as safe havens–What colour is your haven and why? (2017)Dynamic spillover effects and portfolio strategies between crude oil, gold and Chinese stock markets related to new energy vehicle (2022)Socio-Economic Impacts and Challenges of the Coronavirus Pandemic (COVID-19): An Updated Review (2022)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Loss Aversion in Riskless Choice: A Reference-Dependent Model (1991)Financial markets under the global pandemic of COVID-19 (2020)Asymmetric spillover and network connectedness between gold, BRENT oil and EU subsector markets (2021)Intraday volatility transmission among precious metals, energy and stocks during the COVID-19 pandemic (2021)The impact of extreme events on energy price risk (2021)Statistical analysis of cointegration vectors (1988)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Hedging with Futures: Does Anything Beat the Naïve Hedging Strategy? (2015)Long Memory Interdependency and Inefficiency in Bitcoin Markets (2018)A Survey on Efficiency and Profitable Trading Opportunities in Cryptocurrency Markets (2019)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Bounds testing approaches to the analysis of level relationships (2001)Does gold offer a better protection against losses in sovereign debt bonds than other metals? (2014)Which is the safe haven for emerging stock markets, gold or the US dollar? (2018)The inflation hedging properties of gold, stocks and real estate: A comparative analysis (2020)Asymmetric impact of oil price on Islamic sectoral stocks (2017)On the nonlinear relation between crude oil and gold (2017)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1997Systematic Monetary Policy and the Effects of Oil Price Shocks1,594 cited
  • 1994Efficient Tests of Nonstationary Hypotheses863 cited
  • 1994Approximately Median-Unbiased Estimation of Autoregressive Models428 cited
  • 2006The persistence of inflation in the United States351 cited
  • 2012Likelihood Inference for a Fractionally Cointegrated Vector Autoregressive Model308 cited
  • 2020Hedging oil price risk with gold during COVID-19 pandemic197 cited
  • 2015Are gold and silver a hedge against inflation? A two century perspective182 cited
  • 1997Gold and commodity prices as leading indicators of inflation: Tests of long-run relationship and predictive performance167 cited
  • 2010Time and place where gold acts as an inflation hedge: An application of long-run and short-run threshold model162 cited
  • 2014On the economic determinants of the gold–inflation relation157 cited
  • 2016Gold and inflation(s) – A time-varying relationship97 cited
  • 2008Multiple local whittle estimation in stationary systems90 cited
  • 2012Inflation targeting and inflation persistence in Asia–Pacific74 cited
  • 2007Inflation persistence: Alternative interpretations and policy implications72 cited
  • 2006Inflation persistence and robust monetary policy design

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

67 cited
  • 2008Determinants of the Physical Demand for Gold: Evidence from Panel Data56 cited
  • Cited by

    No citing works inside the corpus for this window.