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Search: subject:"Inflation regimes"
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inflation regimes
11
Bayesian inference
6
Inflation
6
Estimation
4
Money growth
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Schätzung
4
Bayes-Statistik
3
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Prognoseverfahren
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cost pass-through
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early warning
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monetary policy
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money growth
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producer prices
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time varying transition probabilities
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Amisano, Gianni
6
Fagan, Gabriel
5
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4
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2
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2
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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Centro de Estudios Andaluces, Government of Andalusia
1
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ECONIS (ZBW)
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1
Does the transmission of monetary policy shocks change when inflation is high?
Canova, Fabio
;
Pérez Forero, Fernando J.
-
2024
Persistent link: https://www.econbiz.de/10014553090
Saved in:
2
The Transmission of Supply Shocks in Different
Inflation
Regimes
Arndt, Sarah
;
Enders, Zeno
-
2023
data determine two
inflation
regimes
and find that they are characterized by high and low inflation volatility. We then …
Persistent link: https://www.econbiz.de/10014469676
Saved in:
3
The transmission of supply shocks in different
inflation
regimes
Arndt, Sarah
;
Enders, Zeno
-
2023
data determine two
inflation
regimes
and find that they are characterized by high and low inflation volatility. We then …
Persistent link: https://www.econbiz.de/10014444690
Saved in:
4
Tradable and nontradable inflation in Turkey : predicting different states with Markov regime-switching approach
Saygılı, Hülya
;
Türkvatan, Aysun
-
2021
Persistent link: https://www.econbiz.de/10013165403
Saved in:
5
Análisis de la inflación en Bolivia : un enfoque Markov-Switching con tres estados
Bohórquez Coro, Claudia Mabel
;
Caballero Claure, Benigno
; …
- In:
Revista latinoamericana de desarrollo económico
33
(
2020
),
pp. 213-235
Persistent link: https://www.econbiz.de/10012300271
Saved in:
6
A money-based indicator for deflation risk
Amisano, Gianni
;
Colavecchio, Roberta
;
Fagan, Gabriel
-
2014
, Japan and the US. The model specification allows for three different
inflation
regimes
: Low, Medium and High inflation …
Persistent link: https://www.econbiz.de/10010420864
Saved in:
7
A money-based indicator for deflation risk
Amisano, Gianni
;
Colavecchio, Roberta
;
Fagan, Gabriel
-
Fachbereich Sozialökonomie, Universität Hamburg
-
2014
, Japan and the US. The model specification allows for three different
inflation
regimes
: Low, Medium and High inflation …
Persistent link: https://www.econbiz.de/10011132583
Saved in:
8
Analysing South Africa's Inflation Persistence Using an ARFIMA Model with Markov-Switching Fractional Differencing Parameter
Balcilar, Mehmet
;
Gupta, Rangan
;
Jooste, Charl
-
Department of Economics, Faculty of Economic and …
-
2014
We test the inertial properties of South African inflation in a Markov-Switching autoregressive fractionally integrated moving average model. This allows us to test for long memory and study the persistence of inflation in multiple regimes. We show that inflation is more volatile and persistent...
Persistent link: https://www.econbiz.de/10011095427
Saved in:
9
A money-based indicator for deflation risk
Amisano, Gianni
;
Colavecchio, Roberta
;
Fagan, Gabriel
-
2014
, Japan and the US. The model specification allows for three different
inflation
regimes
: Low, Medium and High inflation …
Persistent link: https://www.econbiz.de/10010425719
Saved in:
10
Money growth and inflation : evidence from a Markov Switching Bayesian VAR
Amisano, Gianni
;
Colavecchio, Roberta
-
2013
money growth and inflation appears to be nonlinear, as our estimation results identify multiple
inflation
regimes
displaying …
Persistent link: https://www.econbiz.de/10010425829
Saved in:
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