IDEAS home Printed from https://ideas.repec.org/r/bdi/wptemi/td_1170_18.html

The global component of inflation volatility

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as


Cited by:

  1. Feldkircher, Martin & Siklos, Pierre L., 2019. "Global inflation dynamics and inflation expectations," International Review of Economics & Finance, Elsevier, vol. 64(C), pages 217-241.
  2. Stefano Neri & Fabio Busetti & Cristina Conflitti & Francesco Corsello & Davide Delle Monache & Alex Tagliabracci, 2023. "Energy price shocks and inflation in the euro area," Questioni di Economia e Finanza (Occasional Papers) 792, Bank of Italy, Economic Research and International Relations Area.
  3. Stefano Neri & Stefano Siviero, 2019. "The non-standard monetary policy measures of the ECB: motivations, effectiveness and risks," Questioni di Economia e Finanza (Occasional Papers) 486, Bank of Italy, Economic Research and International Relations Area.
  4. Fabio Busetti & Michele Caivano & Davide Delle Monache, 2021. "Domestic and Global Determinants of Inflation: Evidence from Expectile Regression," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 83(4), pages 982-1001, August.
  5. Francesco Corsello & Alex Tagliabracci, 2023. "Assessing the pass-through of energy prices to inflation in the euro area," Questioni di Economia e Finanza (Occasional Papers) 745, Bank of Italy, Economic Research and International Relations Area.
  6. Jongrim Ha & M. Ayhan Kose & Franziska Ohnsorge & Hakan Yilmazkuday, 2025. "What Explains Global Inflation," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 73(2), pages 522-555, June.
  7. Lorenzo Burlon & Alessandro Notarpietro & Massimiliano Pisani, 2018. "Exchange rate pass-through into euro area inflation. An estimated structural model," Temi di discussione (Economic working papers) 1192, Bank of Italy, Economic Research and International Relations Area.
  8. Lodge, David & Pérez, Javier J. & Albrizio, Silvia & Everett, Mary & De Bandt, Olivier & Georgiadis, Georgios & Ca' Zorzi, Michele & Lastauskas, Povilas & Carluccio, Juan & Parraga Rodriguez, Susana &, 2021. "The implications of globalisation for the ECB monetary policy strategy," Occasional Paper Series 263, European Central Bank.
  9. Luis J. Álvarez & Ana Gómez-Loscos & María Dolores Gadea, 2019. "Inflation interdependence in advanced economies," Working Papers 1920, Banco de España.
  10. Gianluca Cubadda, 2025. "VAR Models with an Index Structure: A Survey with New Results," Econometrics, MDPI, vol. 13(4), pages 1-17, October.
  11. Ilaria De Angelis & Guido de Blasio & Lucia Rizzica, 2018. "On the unintended effects of public transfers: evidence from EU funding to Southern Italy," Temi di discussione (Economic working papers) 1180, Bank of Italy, Economic Research and International Relations Area.
  12. Ascari, Guido & Fosso, Luca, 2024. "The international dimension of trend inflation," Journal of International Economics, Elsevier, vol. 148(C).
  13. Casalin, Fabrizio & Cerniglia, Floriana & Dia, Enzo, 2023. "Stock-flow adjustments, public debt management and interest costs," Economic Modelling, Elsevier, vol. 129(C).
  14. Giovanni Caggiano & Efrem Castelnuovo, 2023. "Global financial uncertainty," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(3), pages 432-449, April.
  15. Efrem Castelnuovo, 2019. "Domestic and Global Uncertainty: A Survey and Some New Results," CAMA Working Papers 2019-75, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  16. Jiang, Yanhui & Qu, Bo & Hong, Yun & Xiao, Xiyue, 2024. "Dynamic connectedness of inflation around the world: A time-varying approach from G7 and E7 countries," The Quarterly Review of Economics and Finance, Elsevier, vol. 95(C), pages 111-125.
  17. Cubadda, Gianluca & Grassi, Stefano & Guardabascio, Barbara, 2025. "The time-varying Multivariate Autoregressive Index model," International Journal of Forecasting, Elsevier, vol. 41(1), pages 175-190.
  18. İbrahim Özmen & Şerife Özşahin, 2023. "Effects of global energy and price fluctuations on Turkey's inflation: new evidence," Economic Change and Restructuring, Springer, vol. 56(4), pages 2695-2728, August.
  19. Cai, Yan & Li, Yanyun & Lin, Faqin & Yan, Wenshou, 2025. "The direct and indirect effects of trade policy uncertainty on the volatility of world agricultural prices," Journal of Asian Economics, Elsevier, vol. 100(C).
  20. Luis J. Álvarez & Maria Dolores Gadea & Ana Gómez‐Loscos, 2021. "Inflation comovements in advanced economies: Facts and drivers," The World Economy, Wiley Blackwell, vol. 44(2), pages 485-509, February.
  21. Giovanni Caggiano & Efrem Castelnuovo, 2021. "Global Uncertainty," CESifo Working Paper Series 8885, CESifo.
  22. Koirala, Niraj P. & Nyiwul, Linus, 2023. "Inflation volatility: A Bayesian approach," Research in Economics, Elsevier, vol. 77(1), pages 185-201.
  23. Lenin Arango-Castillo & María José Orraca & Regina Briseño, 2025. "Inflation volatility across advanced and emerging economies during the COVID-19 pandemic," Working Papers 2025-13, Banco de México.
  24. Kim, Won Joong & Ko, Juyoung & Kwon, Won Soon & Piao, Chunyan, 2025. "Time-varying sources of fluctuations in global inflation," Economic Modelling, Elsevier, vol. 143(C).
  25. Ignacio Garr'on & C. Vladimir Rodr'iguez-Caballero & Esther Ruiz, 2024. "International vulnerability of inflation," Papers 2410.20628, arXiv.org, revised Oct 2024.
  26. Gabriel Rodríguez & Luis Surco, 2024. "Modeling the trend, persistence, and volatility of inflation in Pacific Alliance countries: an empirical application using a model with inflation bands," Documentos de Trabajo / Working Papers 2024-533, Departamento de Economía - Pontificia Universidad Católica del Perú.
  27. Aysun, Uluc & Wright, Cardel, 2024. "A two-step dynamic factor modelling approach for forecasting inflation in small open economies," Emerging Markets Review, Elsevier, vol. 62(C).
  28. Garrón Vedia, Ignacio & Rodríguez Caballero, Carlos Vladimir & Ruiz Ortega, Esther, 2024. "International vulnerability of inflation," DES - Working Papers. Statistics and Econometrics. WS 44814, Universidad Carlos III de Madrid. Departamento de Estadística.
  29. Gianluca Cubadda & Alain Hecq, 2022. "Dimension Reduction for High‐Dimensional Vector Autoregressive Models," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 84(5), pages 1123-1152, October.
IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.