Time-varying transmission effects of external shocks into inflation : how different is China from Korea?
Seo Hyeong Lee & Shiyou Zhu
| Year of publication: |
February 2016
|
|---|---|
| Authors: | Lee, Seo-Hyeong ; Zhu, Shiyou |
| Published in: |
China economic journal : the official journal of the China Center for Economic Research (CCER) at National School of Development (NSD), Peking University. - London [u.a.] : Routledge, ISSN 1753-8963, ZDB-ID 2433693-2. - Vol. 9.2016, 1, p. 1-16
|
| Subject: | inflation | external shocks | Kalman filter | time-varying coefficients | import dependency | Schock | Shock | China | Inflation | Südkorea | South Korea | Zustandsraummodell | State space model | VAR-Modell | VAR model | Schätzung | Estimation | Geldpolitische Transmission | Monetary transmission |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/17538963.2015.1121684 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011537091