What drives updates of inflation expectations? : a Bayesian VAR analysis for the G-7 countries
Year of publication: |
2022
|
---|---|
Authors: | Beckmann, Joscha ; Belke, Ansgar ; Dubova, Irina |
Published in: |
The world economy : the leading journal on international economic relations. - Oxford : Wiley-Blackwell, ISSN 1467-9701, ZDB-ID 1473825-9. - Vol. 45.2022, 9, p. 2748-2765
|
Subject: | inflation | spillovers | Bayesian VAR | expectations | survey data | updating | VAR-Modell | VAR model | Inflationserwartung | Inflation expectations | Bayes-Statistik | Bayesian inference | G7-Staaten | G7 countries | Inflation | Spillover-Effekt | Spillover effect | Schätzung | Estimation |
-
Inflation expectations spillovers between the United States and euro area
Netšunajev, Aleksei, (2014)
-
Fiscal policy shocks and international spillovers
Ilori, Ayobami E., (2022)
-
Forecasting euro area inflation using single-equation and multivariate VAR-models
Gerdesmeier, Dieter, (2017)
- More ...
-
On the exposure of the BRIC countries to global economic shocks
Belke, Ansgar, (2016)
-
On the exposure of the BRIC countries to global economic shocks
Belke, Ansgar, (2016)
-
Bond yield spillovers from major advanced economies to emerging Asia
Belke, Ansgar, (2018)
- More ...