Inflation synchronization and shock transmission between the eurozone and the non-euro CEE Economies : a wavelet quantile VAR approach
Huthaifa Sameeh Alqaralleh, Alessandra Canepa, Eva Muchova
| Year of publication: |
2025
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| Authors: | Alqaralleh, Huthaifa ; Canepa, Alessandra ; Muchova, Eva |
| Published in: |
The North American journal of economics and finance : a journal of theory and practice. - Amsterdam [u.a.] : Elsevier Science, ISSN 1062-9408, ZDB-ID 2023759-5. - Vol. 76.2025, Art.-No. 102334, p. 1-21
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| Subject: | Central and Eastern European countries | Eurozone countries | Inflation spillover | Quantile Granger causality | Quantile VAR | Wavelet correlation | Eurozone | Euro area | VAR-Modell | VAR model | Osteuropa | Eastern Europe | Schock | Shock | Inflation | Konjunkturzusammenhang | Business cycle synchronization | Kausalanalyse | Causality analysis | EU-Staaten | EU countries | Zustandsraummodell | State space model | Korrelation | Correlation | EU-Mitgliedschaft | EU membership | Geldpolitische Transmission | Monetary transmission |
| Type of publication: | Article |
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| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2024.102334 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015371761