Abstract Structure and degree of oil price impact on sectoral indices are examined using
Quantile Regression Analysis (QRA). Nine sectors are found to provide diversification …

This paper investigates the predictive power for the future domestic economic activity
included in the domestic stock prices, using a Granger causality analysis in the frequency …

This article provides new insights on the relationship between money growth and inflation in
the euro area over the last 40 years. This highly relevant link for the European Central Bank …

The paper investigates the macroeconomic determinants of rising housing prices from a
cross country perspective. The random-effect models' analysis suggests that rent, price-to …

Several authors have recently interpreted the European Central Bank's (ECB's) two-pillar
framework as separate approaches to forecast and analyse inflation at different time …

This paper provides a fresh new insight into the dynamic relationship between money
growth and inflation in China by applying a novel wavelet analysis. From a time-domain …

We investigate the time-scale relationships between US equity and commodity markets. The
empirical evidence from the risk-return profitability analysis based on the wavelet coherence …

Climate change has been proven to be the ultimate cause of social crisis in pre-industrial
Europe at a large scale. However, detailed analyses on climate change and macro …

The paper examines Granger-causality between the producers' and the consumers' price
using Australian data within the frequency domain framework. For long run relation, the …

The purpose of the paper is to revisit the inflation–output gap relationship using a new
approach known as the wavelet transform. This approach combines the classical time series …