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The COVID-19 shock and challenges for inflation modelling · Study

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ArticleThe COVID-19 shock and challenges for inflation modelling

Elena Bobeica2022

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Articlegreen2022

The COVID-19 shock and challenges for inflation modelling

Elena Bobeica · Benny Hartwig

68 citations·0/0 files stored·International Journal of Forecasting

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Monetary Policy and Economic Impact Forecasting Techniques and Applications COVID-19 Pandemic Impacts

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References

2016Measuring Economic Policy Uncertainty*2005Time Varying Structural Vector Autoregressions and Monetary Policy 2015Measuring Uncertainty 2005Drifts and volatilities: monetary policies and outcomes in the post WWII US 1983Forecasting and Conditional Projection Using Realistic Prior Distributions 2009Large Bayesian vector auto regressions 1998Bayesian Methods for Dynamic Multivariate Models 2020Macroeconomic Implications of COVID-19: Can Negative Supply Shocks Cause Demand Shortages?

Cited by

2022Addressing COVID-19 Outliers in BVARs with Stochastic Volatility 2018Time-Varying Risk of Nominal Bonds: How Important Are Macroeconomic Shocks?2024Inflation returns. Revisiting the role of external and domestic shocks with Bayesian structural VAR 2020A Joint Impulse Response Function for Vector Autoregressive Models 2025The moderating effect of monetary policy and ESG practices on the relationship between leverage and firm value in ASEAN-5 emerging countries

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Details

Year2022

Typearticle

Published2022-01-17

VenueInternational Journal of Forecasting

ISSN-L0169-2070

Languageen

Citations68

Files0 public / 0

ShelfMonetary Policy and Economic Impact

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doi10.1016/j.ijforecast.2022.01.002

openalex_workW4206205685

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