Nonlinearities in the exchange rate pass-through: The role of inflation expectations C Anderl, GM Caporale International Economics 173, 86-101, 2023 | 26 | 2023 |
Asymmetries, uncertainty and inflation: evidence from developed and emerging economies C Anderl, GM Caporale Journal of Economics and Finance 47 (4), 984-1017, 2023 | 9 | 2023 |
Nonlinearities and asymmetric adjustment to PPP in an exchange rate model with inflation expectations C Anderl, GM Caporale Journal of Economic Studies 49 (6), 937-959, 2022 | 8 | 2022 |
Shadow rates as a measure of the monetary policy stance: Some international evidence C Anderl, GM Caporale Scottish Journal of Political Economy 70 (5), 399-422, 2023 | 4 | 2023 |
Exchange rate parities and Taylor rule deviations C Anderl, GM Caporale Empirical economics 63 (4), 1809-1835, 2022 | 2 | 2022 |
Shipping cost uncertainty, endogenous regime switching and the global drivers of inflation C Anderl, GM Caporale International Economics 178, 100500, 2024 | 1 | 2024 |
Global food prices and inflation C Anderl, GM Caporale CESifo Working Paper, 2024 | 1 | 2024 |
Forecasting inflation with a zero lower bound or negative interest rates: Evidence from point and density forecasts C Anderl, GM Caporale The Manchester School 91 (3), 171-232, 2023 | 1 | 2023 |
The asymmetric impact of economic policy and oil price uncertainty on inflation: Evidence from developed and emerging economies C Anderl, GM Caporale CESifo Working Paper, 2023 | 1 | 2023 |
Testing for UIP-type relationships: Nonlinearities, monetary announcements and interest rate expectations C Anderl, GM Caporale Open Economies Review 33 (4), 705-749, 2022 | 1 | 2022 |
Functional Oil Price Expectations Shocks and Inflation C Anderl, GM Caporale Journal of Futures Markets 44 (10), 1662-1693, 2024 | | 2024 |
Expectations and Speculation in the Natural Gas Markets C Anderl, GM Caporale CESifo Working Paper Series, 2024 | | 2024 |
Functional shocks to inflation expectations and real interest rates and their macroeconomic effects C Anderl, GM Caporale Review of World Economics, 1-33, 2024 | | 2024 |
Time-varying parameters in monetary policy rules: a GMM approach C Anderl, GM Caporale Journal of Economic Studies 51 (9), 148-176, 2024 | | 2024 |
Testing for UIP: Nonlinearities, Monetary Announcements and Interest Rate Expectations C Anderl, GM Caporale CESifo Working Paper, 2021 | | 2021 |