The Great Recession: US dynamics and spillovers to the world economy
FC Bagliano, C Morana - Journal of Banking & Finance, 2012 - Elsevier
This paper provides an empirical investigation of both the within-US and international
channels of transmission of macroeconomic and financial shocks by means of a 50-country …
channels of transmission of macroeconomic and financial shocks by means of a 50-country …
Does global liquidity drive commodity prices?
This paper tackles the question of whether a cross-sectional perspective on monetary policy
is capable of explaining movements in global commodity prices. In this vein, we contribute to …
is capable of explaining movements in global commodity prices. In this vein, we contribute to …
Study on the interaction and relation of society, economy and environment based on PCA–VAR model: As a case study of the Bohai Rim region, China
F Tan, Z Lu - Ecological indicators, 2015 - Elsevier
Ongoing success throughout regional development is contingent on maintaining the
function, quality and harmony progress in society, economy and environment domains, so …
function, quality and harmony progress in society, economy and environment domains, so …
On the macroeconomic causes of exchange rate volatility
C Morana - International Journal of Forecasting, 2009 - Elsevier
What are the causes of exchange rate volatility? When the second moments implications of
theories of exchange rates determination are considered, long-term fundamental linkages …
theories of exchange rates determination are considered, long-term fundamental linkages …
The global component of headline and core inflation in emerging market economies and its ability to improve forecasting performance
L Arango-Castillo, MJ Orraca, GS Molina - Economic Modelling, 2023 - Elsevier
Literature has documented the synchronization of inflation across countries and the
forecasting power of global inflation in advanced economies. Using the case of ten …
forecasting power of global inflation in advanced economies. Using the case of ten …
Globalisation and monetary policy—A FAVAR analysis for the G7 and the eurozone
A Belke, A Rees - The North American Journal of Economics and Finance, 2014 - Elsevier
We assess the significance of global shocks for the world economy and national central
banks and governments. More specifically, we investigate whether monetary policy has …
banks and governments. More specifically, we investigate whether monetary policy has …
Regional economic structure and heterogeneous effects of monetary policy: evidence from Indonesian provinces
H Aginta, M Someya - Journal of Economic Structures, 2022 - Springer
We analyze how regional economic structures affect the impact of monetary policy on rates
of inflation across 34 Indonesian provinces. The paper first applies structural factor …
of inflation across 34 Indonesian provinces. The paper first applies structural factor …
Is the exchange rate a shock absorber or a source of shocks? Evidence from the US
K De, W Sun - Economic Modelling, 2020 - Elsevier
We examine the stabilization role of the exchange rate in the US economy using a factor
augmented vector autoregression model. We find that exchange rate shock explains a large …
augmented vector autoregression model. We find that exchange rate shock explains a large …
The elusive predictive ability of global inflation
In this paper we analyse the utility of international measures of inflation in predicting local
ones. To that end, we consider a set of 31 OECD economies for which monthly inflation data …
ones. To that end, we consider a set of 31 OECD economies for which monthly inflation data …
International stock markets comovements: the role of economic and financial integration
C Morana - Empirical Economics, 2008 - Springer
The contribution of economic and financial integration to international stock markets
comovements are investigated by means of a large scale macroeconometric model, set in …
comovements are investigated by means of a large scale macroeconometric model, set in …