, and time-varying trend inflation using post-WWII U.S. data. The model embedding the stochastic target performs better in … synchronized with variations in policy shocks' volatilities. Finally, we detect a negative correlation between systematic monetary … policy aggressiveness and inflation gap persistence. …

probabilities. Data augmentation for the multinomial logit model of the transition probabilities is alternatively based on a random …

Purpose - This paper aims to examine the effect of both inflation rate and interest rate on stock prices using … to measure the sensitivity in variations in inflation rates and interest rates on stock prices. Design … cointegration analysis show that cointegration exists between the stock prices, the changes in stock prices due to inflation rates …