threshold or optimal level. Accordingly, this paper utilizes the dynamic panel threshold model to examine the threshold effects … of government size (measured as government final consumption expenditure as a proportion of GDP) on inflation using a … results support the nonlinear relationship between government size and inflation in the study area. Second, the government …

Understanding the Stock Return-Inflation Nexus is a continuing concern among scholars. The main goal of the current … study was to critically examine the view that the relation between stock return and inflation is potentially asymmetric. To …

the estimation of long-run effects in dynamic heterogeneous panel data models with cross-sectionally dependent errors. The …This paper investigates the long-run effects of public debt and inflation on economic growth. Our contribution is both … over the 1965-2010 period, we find significant negative long-run effects of public debt and inflation on growth. Our …

We empirically identify the effect of inflation on relative price distortions, using a novel identification approach … unobserved shocks. Using the micro price data underlying the U.K. CPI, we document that suboptimally high (or low) inflation is … associated with distortions in relative prices. At the level of individual products, the marginal effect of inflation on relative …