Inflation synchronization and shock transmission between the eurozone and the non-Euro CEE economies : a wavelet quantile var approach
Year of publication: |
[2024]
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Authors: | Alqaralleh, Huthaifa ; Canepa, Alessandra ; Muchova, Eva |
Publisher: |
Torino (Italy) : Università degli studi di Torino, Department of Economics and Statistics "Cognetti de Martiis" |
Subject: | Inflation spillover | Central and Eastern European countries | eurozone countries | wavelet correlation | quantile VAR | quantile Granger causality | 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 | Spillover-Effekt | Spillover effect | Geldpolitische Transmission | Monetary transmission |
Extent: | 1 Online-Ressource (circa 36 Seiten) Illustrationen |
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Series: | Working paper series. - [Torino] : [Dipartimento economia e statistica "Cognetti de Martiis"], ISSN 2039-4004, ZDB-ID 3011889-X. - Vol. 24, 12 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
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