Evolving international inflation dynamics: evidence from a time-varying dynamic factor model
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- Mumtaz, Haroon & Surico, Paolo, 2008. "Evolving International Inflation Dynamics: Evidence from a Time-varying Dynamic Factor Model," CEPR Discussion Papers 6767, C.E.P.R. Discussion Papers.
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As found by EconAcademics.org, the blog aggregator for Economics research:- Forecasting National Inflation Rates
by Robert Balaban in St. Louis Fed On the Economy on 2014-08-21 15:00:38 - Forecasting National Inflation Rates
by Guest Author in The Big Picture on 2014-08-24 14:00:24
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"Common and country specific economic uncertainty,"
Journal of International Economics, Elsevier, vol. 105(C), pages 205-216.
- Haroon Mumtaz & Konstantinos Theodoridis, 2015. "Common and Country Specific Economic Uncertainty," Working Papers 752, Queen Mary University of London, School of Economics and Finance.
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"Globalisation effect on inflation in the Great Moderation era: New evidence from G10 countries,"
Economics - The Open-Access, Open-Assessment E-Journal, Kiel Institute for the World Economy (IfW), vol. 7, pages 1-32.
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- Haroon Mumtaz & Paolo Surico, 2009.
"Time-varying yield curve dynamics and monetary policy,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 24(6), pages 895-913.
- Mumtaz, Haroon & Surico, Paolo, 2008. "Time-Varying Yield Curve Dynamics and Monetary Policy," Discussion Papers 23, Monetary Policy Committee Unit, Bank of England.
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International Journal of Forecasting, Elsevier, vol. 33(4), pages 1082-1104.
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Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 75(1), pages 103-122, February.
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- Francesco Bianchi & Andrea Civelli, 2013. "Globalization and Inflation: Structural Evidence from a Time Varying VAR Approach," Working Papers 13-20, Duke University, Department of Economics.
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JEL classification:
- E30 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - General (includes Measurement and Data)
- E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
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