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The impact of US policy uncertainty on the monetary effectiveness in the Euro area
Balcilar, Mehmet; Demirer, Rıza; Gupta, Rangan; Van … - In: Journal of policy modeling : JPMOD ; a social science … 39 (2017) 6, pp. 1052-1064
Persistent link: https://www.econbiz.de/10011792967
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Is inflation uncertainty a self-fulfilling prophecy in South Africa?
Van Der Westhuizen, Chevaughn; Van Eyden, Reneé; Aye, … - In: The South African journal of economics 91 (2023) 3, pp. 306-329
Persistent link: https://www.econbiz.de/10014381020
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Monetary policy effectiveness in the face of uncertainty : the real macroeconomic impact of a monetary policy shock in South Africa during high and low uncertainty states
Van Der Westhuizen, Chevaughn; Van Eyden, Reneé; Aye, … - 2023
Persistent link: https://www.econbiz.de/10014369392
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Monetary policy and inflation in South Africa : a VECM augmented with foreign variables
Waal, Annari de; Van Eyden, Reneé - In: The South African journal of economics 82 (2014) 1, pp. 117-140
Persistent link: https://www.econbiz.de/10010501415
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Is inflation uncertainty a self-fulfilling prophecy? : the inflation-inflation uncertainty nexus and inflation targeting in South Africa
Van Der Westhuizen, Chevaughn; Van Eyden, Reneé; Aye, … - 2022
Persistent link: https://www.econbiz.de/10013435220
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Financial liberalization and a possible growth-inflation trade-off
Gupta, Rangan - In: Indian economic review : biannual journal of the Delhi … 44 (2009) 1, pp. 1-19
Persistent link: https://www.econbiz.de/10003945506
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Forecasting inflation in an inflation targeting economy : structural versus nonstructural models
Gupta, Rangan - In: Applied economics 49 (2017) 24, pp. 2316-2321
Persistent link: https://www.econbiz.de/10011817369
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Evolution of the Monetary Transmission Mechanism in the US: The Role of Asset Returns
Simo-Kengne, Beatrice D.; Miller, Stephen M.; Gupta, Rangan - Department of Economics, University of Nevada-Las Vegas - 2014
This paper investigates whether changes in the monetary transmission mechanism as captured by the interest rate respond to variations in asset returns. We distinguish between low-volatility (bull) and high-volatility (bear) markets and employ a TVP-VAR approach with stochastic volatility to...
Persistent link: https://www.econbiz.de/10011204523
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Evolution of Monetary Policy in the US: The Role of Asset Prices
Miller, Stephen M.; GUPTA, RANGAN; Simo-Kengne, Beatrice D. - Department of Economics, University of Connecticut - 2013
This paper investigates whether changes in the monetary transmission mechanism as captured by the interest rate respond to variations in asset returns. We distinguish between low-volatility (bull) and high-volatility (bear) markets and employ a TVP-VAR approach with stochastic volatility to...
Persistent link: https://www.econbiz.de/10010888384
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Evolution of Monetary Policy in the US: The Role of Asset Prices
Simo-Kengne, Beatrice D.; Miller, Stephen M.; Gupta, Rangan - Institut de Préparation à l'Administration et à la … - 2014
This paper investigates whether changes in monetary transmission mechanism respond to variations in asset prices. We distinguish between bull and bear markets and employ a TVP- VAR approach with stochastic volatility to assess the evolution of the monetary policy in relation to housing and stock...
Persistent link: https://www.econbiz.de/10010891043