Does Deflation Threaten the Global Economy?
Author
Abstract
Suggested Citation
DOI: 10.1515/GEJ-2015-0042
Download full text from publisher
As the access to this document is restricted, you may want to look for a different version below or
for a different version of it.Other versions of this item:
- Iqbal Azhar & Silvia John E., 2016. "Does Deflation Threaten the Global Economy?," Global Economy Journal, De Gruyter, vol. 16(2), pages 189-212.
References listed on IDEAS
- Candelon, Bertrand & Dumitrescu, Elena-Ivona & Hurlin, Christophe, 2014.
"Currency crisis early warning systems: Why they should be dynamic,"
International Journal of Forecasting, Elsevier, vol. 30(4), pages 1016-1029.
- Candelon, B. & Dumitrescu, E-I. & Hurlin, C., 2010. "Currency crises early warning systems: why they should be dynamic," Research Memorandum 047, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
- Bertrand Candelon & Christophe Hurlin & Elena Dumitnescu, 2014. "Currency Crisis Early Warning Systems: Why They should be Dynamic," Working Papers 2014-161, Department of Research, Ipag Business School.
- Bertrand Candelon & Elena Ivona Dumitrescu & Christophe Hurlin, 2014. "Currency Crises Early Warning Systems: Why They Should Be Dynamic," Post-Print hal-01385975, HAL.
- Bertrand Candelon & Elena-Ivona DUMITRESCU & Christophe HURLIN, 2010. "Currency Crises Early Warning Systems: why they should be Dynamic," LEO Working Papers / DR LEO 399, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
- Hausman, Jerry A. & Lo, Andrew W. & MacKinlay, A. Craig, 1992.
"An ordered probit analysis of transaction stock prices,"
Journal of Financial Economics, Elsevier, vol. 31(3), pages 319-379, June.
- Hausman, Jerry A. & Lo, Andrew W. & MacKinlay, Archie Craig, 1955-, 1990. "An ordered probit analysis of transaction stock prices," Working papers 3234-90., Massachusetts Institute of Technology (MIT), Sloan School of Management.
- Jerry A. Hausman & Andrew W. Lo & A. Craig MacKinlay, 1991. "An Ordered Probit Analysis of Transaction Stock Prices," NBER Working Papers 3888, National Bureau of Economic Research, Inc.
- Hausman, J.A. & Lo, A.W. & MacKinlay, A.C., 1991. "An Ordered Probit Analysis of Transaction Stock Prices," Weiss Center Working Papers 26-91, Wharton School - Weiss Center for International Financial Research.
- John Silvia & Azhar Iqbal, 2015. "An Ordered Probit Approach to Predicting the Probability of Inflation/Deflation," Business Economics, Palgrave Macmillan;National Association for Business Economics, vol. 50(1), pages 12-19, January.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Azhar Iqbal & John E. Silvia, 2016.
"Does Deflation Threaten the Global Economy?,"
Global Economy Journal (GEJ), World Scientific Publishing Co. Pte. Ltd., vol. 16(2), pages 189-212, June.
- Iqbal Azhar & Silvia John E., 2016. "Does Deflation Threaten the Global Economy?," Global Economy Journal, De Gruyter, vol. 16(2), pages 189-212, June.
- Azhar Iqbal & John Silvia, 2016. "Is Predicting Recessions Enough?," Business Economics, Palgrave Macmillan;National Association for Business Economics, vol. 51(4), pages 248-259, October.
- Richard K. Lyons, 1996.
"Foreign Exchange Volume: Sound and Fury Signifying Nothing?,"
NBER Chapters, in: The Microstructure of Foreign Exchange Markets, pages 183-208,
National Bureau of Economic Research, Inc.
- Richard K. Lyons, 1995. "Foreign Exchange Volume: Sound and Fury Signifying Nothing?," NBER Working Papers 4984, National Bureau of Economic Research, Inc.
- Richard K. Lyons., 1995. "Foreign Exchange Volume: Sound and Fury Signifying Nothing?," Research Program in Finance Working Papers RPF-243, University of California at Berkeley.
- Gerhard, Frank & Hess, Dieter & Pohlmeier, Winfried, 1998. "What a Difference a Day Makes: On the Common Market Microstructure of Trading Days," CoFE Discussion Papers 98/01, University of Konstanz, Center of Finance and Econometrics (CoFE).
- Hasbrouck, Joel, 1996. "Order characteristics and stock price evolution An application to program trading," Journal of Financial Economics, Elsevier, vol. 41(1), pages 129-149, May.
- Dimitrakopoulos, Stefanos & Tsionas, Mike, 2019. "Ordinal-response GARCH models for transaction data: A forecasting exercise," International Journal of Forecasting, Elsevier, vol. 35(4), pages 1273-1287.
- Branstetter, Lee & Chatterjee, Chirantan & Higgins, Matthew J., 2022.
"Generic competition and the incentives for early-stage pharmaceutical innovation,"
Research Policy, Elsevier, vol. 51(10).
- Lee Branstetter & Chirantan Chatterjee & Matthew J. Higgins, 2014. "Generic Competition and the Incentives for Early-Stage Pharmaceutical Innovation," NBER Working Papers 20532, National Bureau of Economic Research, Inc.
- Chung‐Hua Shen & Hsing‐Hua Hsu, 2022. "The determinants of Asian banking crises—Application of the panel threshold logit model," International Review of Finance, International Review of Finance Ltd., vol. 22(1), pages 248-277, March.
- Jun Muranaga, 1999. "Dynamics of Market Liquidity of Japanese Stocks: An Analysis of Tick-by-Tick Data of the Tokyo Stock Exchange," CGFS Papers chapters, in: Bank for International Settlements (ed.), Market Liquidity: Research Findings and Selected Policy Implications, volume 11, pages 1-25, Bank for International Settlements.
- de Jong, Frank & Nijman, Theo & Roell, Ailsa, 1996.
"Price effects of trading and components of the bid-ask spread on the Paris Bourse,"
Journal of Empirical Finance, Elsevier, vol. 3(2), pages 193-213, June.
- de Jong, F.C.J.M. & Nijman, T.E. & Roell, A.A., 1994. "Price effects of trading and components of the bid-ask spread on the Paris Bource," Discussion Paper 1994-54, Tilburg University, Center for Economic Research.
- Hans Degryse & Frank Jong & Maarten Ravenswaaij & Gunther Wuyts, 2005.
"Aggressive Orders and the Resiliency of a Limit Order Market,"
Review of Finance, Springer, vol. 9(2), pages 201-242, June.
- Hans Degryse & Frank De Jong & Maarten Van Ravenswaaij & Gunther Wuyts, 2005. "Aggressive Orders and the Resiliency of a Limit Order Market," Review of Finance, European Finance Association, vol. 9(2), pages 201-242.
- Degryse, H.A. & de Jong, F.C.J.M. & van Ravenswaaij, M. & Wuyts, G., 2002. "Aggressive Orders and the Resiliency of a Limit Order Market," Discussion Paper 2002-80, Tilburg University, Center for Economic Research.
- Degryse, H.A. & de Jong, F.C.J.M. & van Ravenswaaij, M. & Wuyts, G., 2002. "Aggressive Orders and the Resiliency of a Limit Order Market," Other publications TiSEM 8e62b849-399d-469e-91c6-4, Tilburg University, School of Economics and Management.
- Chan, Yue-Cheong, 2000. "The price impact of trading on the stock exchange of Hong Kong," Journal of Financial Markets, Elsevier, vol. 3(1), pages 1-16, February.
- Fernández, C. & Steel, M.F.J., 1997.
"On the Dangers of Modelling through Continuous Distributions : A Bayesian Perspective,"
Other publications TiSEM
53bef46d-6511-4d09-9018-d, Tilburg University, School of Economics and Management.
- Carmen Fernandez & Mark F J Steel, 1998. "On the dangers of modelling through continuous distributions: A Bayesian perspective," Edinburgh School of Economics Discussion Paper Series 22, Edinburgh School of Economics, University of Edinburgh.
- Fernández, C. & Steel, M.F.J., 1997. "On the Dangers of Modelling through Continuous Distributions : A Bayesian Perspective," Discussion Paper 1997-05, Tilburg University, Center for Economic Research.
- J. Doyne Farmer & Austin Gerig & Fabrizio Lillo & Henri Waelbroeck, 2013.
"How efficiency shapes market impact,"
Quantitative Finance, Taylor & Francis Journals, vol. 13(11), pages 1743-1758, November.
- J. Doyne Farmer & Austin Gerig & Fabrizio Lillo & Henri Waelbroeck, 2011. "How efficiency shapes market impact," Papers 1102.5457, arXiv.org, revised Sep 2013.
- Tjeerd M. Boonman & Jan P. A. M. Jacobs & Gerard H. Kuper & Alberto Romero, 2019.
"Early Warning Systems for Currency Crises with Real-Time Data,"
Open Economies Review, Springer, vol. 30(4), pages 813-835, September.
- Tjeerd M. Boonman & Jan P.A.M. Jacobs & Gerard H. Kuper & Alberto Romero, 2017. "Early Warning Systems for Currency Crises with Real-Time Data," CIRANO Working Papers 2017s-18, CIRANO.
- J. Doyne Farmer & Laszlo Gillemot & Fabrizio Lillo & Szabolcs Mike & Anindya Sen, 2004.
"What really causes large price changes?,"
Quantitative Finance, Taylor & Francis Journals, vol. 4(4), pages 383-397.
- J. Doyne Farmer & Laszlo Gillemot & Fabrizio Lillo & Szabolcs Mike & Anindya Sen, 2003. "What really causes large price changes?," Papers cond-mat/0312703, arXiv.org, revised Apr 2004.
- Marcus G. Daniels & J. Doyne Farmer & Laszlo Gillemot & Giulia Iori & Eric Smith, 2001. "A quantitative model of trading and price formation in financial markets," Papers cond-mat/0112422, arXiv.org, revised Dec 2002.
- Ahn, Hee-Joon & Cai, Jun & Hamao, Yasushi & Ho, Richard Y. K., 2002. "The components of the bid-ask spread in a limit-order market: evidence from the Tokyo Stock Exchange," Journal of Empirical Finance, Elsevier, vol. 9(4), pages 399-430, November.
- J. Doyne Farmer, 2002.
"Market force, ecology and evolution,"
Industrial and Corporate Change, Oxford University Press and the Associazione ICC, vol. 11(5), pages 895-953, November.
- J. Doyne Farmer, 1998. "Market Force, Ecology, and Evolution," Research in Economics 98-12-117e, Santa Fe Institute.
- J. Doyne Farmer, 1999. "Market Force, Ecology, and Evolution," Computing in Economics and Finance 1999 651, Society for Computational Economics.
- Kentaro Iwatsubo & Yoshihiro Kitamura, 2009.
"Intraday evidence of the informational efficiency of the yen/dollar exchange rate,"
Applied Financial Economics, Taylor & Francis Journals, vol. 19(14), pages 1103-1115.
- Kentaro Iwatsubo & Yoshihiro Kitamura, 2008. "Intraday Evidence of the Informational Efficiency of the Yen/Dollar Exchange Rate," Discussion Papers 0801, Graduate School of Economics, Kobe University.
More about this item
Keywords
; ; ; ;JEL classification:
- E3 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles
- E31 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Price Level; Inflation; Deflation
- C3 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:wsi:gejxxx:v:16:y:2016:i:02:n:gej-2015-0042. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Tai Tone Lim (email available below). General contact details of provider: https://www.worldscientific.com/worldscinet/gej .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.