What drives updates of inflation expectations? : a Bayesian VAR analysis for the G-7 countries
Year of publication: |
2022
|
---|---|
Authors: | Beckmann, Joscha ; Belke, Ansgar ; Dubova, Irina |
Published in: |
The world economy : the leading journal on international economic relations. - Oxford : Wiley-Blackwell, ISSN 1467-9701, ZDB-ID 1473825-9. - Vol. 45.2022, 9, p. 2748-2765
|
Subject: | inflation | spillovers | Bayesian VAR | expectations | survey data | updating | Inflationserwartung | Inflation expectations | VAR-Modell | VAR model | Bayes-Statistik | Bayesian inference | G7-Staaten | G7 countries | Inflation | Spillover-Effekt | Spillover effect | Schätzung | Estimation | Geldpolitik | Monetary policy |
-
The spillover of inflation among the G7 countries
Istiak, Khandokar, (2021)
-
Inflation expectations spillovers between the United States and euro area
Netšunajev, Aleksei, (2014)
-
Does US partisan conflict matter for the Euro area?
Cheng, Chak Hung Jack, (2016)
- More ...
-
What drives updates of inflation expectations? A Bayesian VAR analysis for the G-7 countries
Belke, Ansgar, (2018)
-
Long-term interest rate spillovers from major advanced economies to emerging Asia
Belke, Ansgar, (2016)
-
Policy uncertainty and international financial markets: The case of Brexit
Belke, Ansgar, (2016)
- More ...