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Inflation Spillovers among Advanced and Emerging Economies: Evidence from the G20 Group
16 references·2 citing·35 second hop
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References

  • 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root26,976 cited
  • 1988Testing for a Unit Root in Time Series Regression19,420 cited
  • 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root14,677 cited
  • 1998Generalized impulse response analysis in linear multivariate models6,129 cited
  • 2011Better to give than to receive: Predictive directional measurement of volatility spillovers6,033 cited
  • 1996Impulse response analysis in nonlinear multivariate models5,071 cited
  • 2002No Contagion, Only Interdependence: Measuring Stock Market Comovements4,735 cited
  • 2018Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk*1,891 cited
  • 2003International Business Cycles: World, Region, and Country-Specific Factors1,234 cited
  • 2017Estimating global bank network connectedness650 cited
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  • 2003The Mirage of Exchange Rate Regimes for Emerging Market Countries338 cited
  • 2022Supply and Demand in Disaggregated Keynesian Economies with an Application to the COVID-19 Crisis315 cited
  • 2004Can Inflation Targeting Work in Emerging Market Countries?305 cited
  • 2018Saudi Arabia plans for its economic future: Vision 2030, the National Transformation Plan and Saudi fiscal reform

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203 cited
  • 2022Global Supply Chain Pressures, International Trade, and Inflation203 cited
  • Cited by

    • 2025Banking index volatility and spillover effects in G7 and BRICS economies: a quantile connectedness approach16 cited
    • 2025Inflation Rate Determinants in Saudi Arabia: A Non-Linear ARDL Approach8 cited