Inflation synchronization and shock transmission between the eurozone and the non-euro CEE Economies : a wavelet quantile VAR approach
Year of publication: |
2025
|
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Authors: | Alqaralleh, Huthaifa ; Canepa, Alessandra ; Muchova, Eva |
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 |
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