In this paper we investigate dynamics of inflation and short-run inflation expectations. We
estimate a global vector autoregressive (GVAR) model using Bayesian techniques. We then …

The early literature on inflation targeting (IT) regime argues that adopting an IT regime in
itself reduces the exchange rate pass-through (ERPT). The basic logic behind this argument …

This research analyzes the convergence of the world's inflation rates, spanning 98 countries
during the 1970–2016 period. Compared to previous studies, this study's contribution is its …

We test the impact of globalization on the inflation process (global slack hypothesis) for 15
emerging economies over the period (1996Q1-2019Q4). The novelty of this article lies in …

We analyze the forecast accuracy for the periods before and after the Great Recession using
a panel of annual data for 17 growth and inflation forecasts from 14 German institutions. We …

This paper investigates inflation dynamics in emerging markets. We apply a multi-country
model (GVAR) and a time-varying Granger causality test (TVGC) to examine the drivers of …

Introduction The inflation is a structural and economic phenomenon that had considerable
outcomes at social and action levels. This economic phenomenon can affect persons …

This paper analyzes the effect of central bank transparency on sovereign risk ratings. We
address two channels through which central bank transparency affects sovereign risk …

Globalization of Inflation hypothesis which is intensively discussed in the past decades
mainly suggests that global factors have become dominant over domestic factors for the …

I propose a structural micro-founded sticky-noisy information model with high-and low-
uncertainty regimes. Agents first appraise the state of uncertainty and only spend resources …