Dynamic connectedness of inflation around the world : a time-varying approach from G7 and E7 countries
Yanhui Jiang, Bo Qu, Yun Hong, Xiyue Xiao
| Year of publication: |
2024
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|---|---|
| Authors: | Jiang, Yanhui ; Qu, Bo ; Hong, Yun ; Xiao, Xiyue |
| Subject: | China | G7 and E7 countries | Inflation spillover | Quantile vector autoregression | Time-varying parameters vector autoregression with stochastic volatility | VAR-Modell | VAR model | Inflation | Welt | World | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Schätzung | Estimation | Geldpolitik | Monetary policy | Inflationsrate | Inflation rate |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.qref.2024.03.006 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014631376