International inflation spillovers - the role of different shocks
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- Gregor Bäurle & Matthias Gubler & Diego R. Känzig, 2021. "International Inflation Spillovers: The Role of Different Shocks," International Journal of Central Banking, International Journal of Central Banking, vol. 17(1), pages 191-230, March.
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Cited by:
- Saeed, Asif & Chaudhry, Sajid M. & Arif, Ahmed & Ahmed, Rizwan, 2023. "Spillover of energy commodities and inflation in G7 plus Chinese economies," Energy Economics, Elsevier, vol. 127(PA).
- Aharon, David Y. & Qadan, Mahmoud, 2022. "Infection, invasion, and inflation: Recent lessons," Finance Research Letters, Elsevier, vol. 50(C).
- Cepni, Oguzhan & Clements, Michael P., 2024.
"How local is the local inflation factor? Evidence from emerging European countries,"
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- Cepni, Oguzhan & Clements, Michael P., 2021. "How Local is the Local Inflation Factor? Evidence from Emerging European Countries," Working Papers 8-2021, Copenhagen Business School, Department of Economics.
- Hall, Stephen G. & Tavlas, George S. & Wang, Yongli, 2023. "Drivers and spillover effects of inflation: The United States, the euro area, and the United Kingdom☆," Journal of International Money and Finance, Elsevier, vol. 131(C).
- Lilian Muchimba & Mimoza Shabani & Alexis Stenfors & Jan Toporowski, 2024. "Decomposing the Rate of Inflation: Price-Setting and Monetary Policy," Working Papers in Economics & Finance 2024-04, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group.
- Ichiro Fukunaga & Yosuke Kido & Kotaro Suita, 2024. "Japan's Inflation under Global Inflation Synchronization," Bank of Japan Working Paper Series 24-E-4, Bank of Japan.
- Sara Serra & João Quelhas, 2023. "The inflation process in Portugal: the role of price spillovers," Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.
- Gregor Bäurle & Matthias Gubler & Diego R. Känzig, 2021.
"International Inflation Spillovers: The Role of Different Shocks,"
International Journal of Central Banking, International Journal of Central Banking, vol. 17(1), pages 191-230, March.
- Dr. Gregor Bäurle & Dr. Matthias Gubler & Diego R. Känzig, 2017. "International inflation spillovers - the role of different shocks," Working Papers 2017-07, Swiss National Bank.
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More about this item
Keywords
international spillovers; inflation; monetary policy; Bayesian factor model; sign restrictions;All these keywords.
JEL classification:
- C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- E31 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Price Level; Inflation; Deflation
- E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
- F62 - International Economics - - Economic Impacts of Globalization - - - Macroeconomic Impacts
NEP fields
This paper has been announced in the following NEP Reports:- NEP-MAC-2017-08-27 (Macroeconomics)
- NEP-MON-2017-08-27 (Monetary Economics)
- NEP-OPM-2017-08-27 (Open Economy Macroeconomics)
Statistics
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