Monetary Policy, Asset Price Inflation and Consumer Price Inflation
Author
Abstract
Suggested Citation
Download full text from publisher
References listed on IDEAS
- Assenmacher-Wesche, Katrin & Gerlach, Stefan, 2008.
"Money growth, output gaps and inflation at low and high frequency: Spectral estimates for Switzerland,"
Journal of Economic Dynamics and Control, Elsevier, vol. 32(2), pages 411-435, February.
- Gerlach, Stefan & Assenmacher, Katrin, 2006. "Money Growth, Output Gaps and Inflation at Low and High Frequency: Spectral Estimates for Switzerland," CEPR Discussion Papers 5723, C.E.P.R. Discussion Papers.
- Katrin Assenmacher & Stefan Gerlach, 2006. "Money Growth, Output Gaps and Inflation at Low and High Frequency: Spectral Estimates for Switzerland," Working Papers 2006-05, Swiss National Bank.
- Assenmacher-Wesche, Katrin & Gerlach, Stefan, 2008.
"Interpreting euro area inflation at high and low frequencies,"
European Economic Review, Elsevier, vol. 52(6), pages 964-986, August.
- Stefan Gerlach & Katrin Assenmacher-Wesche, 2006. "Interpreting Euro area inflation at high and low frequencies," BIS Working Papers 195, Bank for International Settlements.
- Gerlach, Stefan & Assenmacher, Katrin, 2006. "Interpreting Euro Area Inflation at High and Low Frequencies," CEPR Discussion Papers 5632, C.E.P.R. Discussion Papers.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- richelmy ETENDINO NKOMBE, 2023. "déterminants de l'inflation dans la zone CEMAC," Journal of Academic Finance, RED research unit, university of Gabes, Tunisia, vol. 14(1), pages 64-82, June.
- Karl‐Friedrich Israel & Gunther Schnabl, 2024.
"Alternative measures of price inflation and the perception of real income in Germany,"
The World Economy, Wiley Blackwell, vol. 47(2), pages 618-636, February.
- Karl-Friedrich Israel & Gunther Schnabl, 2020. "Alternative Measures of Price Inflation and the Perception of Real Income in Germany," CESifo Working Paper Series 8583, CESifo.
- repec:fst:rfsisf:v:8:y:2023:i:15:p:181-197 is not listed on IDEAS
- Fredrik N G Andersson & Jason Lennard, 2019.
"Irish GDP between the Famine and the First World War: estimates based on a dynamic factor model,"
European Review of Economic History, European Historical Economics Society, vol. 23(1), pages 50-71.
- Andersson, Fredrik N. G. & Lennard, Jason, 2016. "Irish GDP between the Famine and the First World War: Estimates Based on a Dynamic Factor Model," Working Papers 2016:13, Lund University, Department of Economics, revised 16 Jan 2018.
- Dieter Gerdesmeier & Hans-Eggert Reimers & Barbara Roffia, 2016. "Asset Prices and Consumer Prices: Exploring the Linkages," Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot GmbH, Berlin, vol. 62(3), pages 169-186.
- Teodora Maria Suciu & Mihaela Ștefan-Hint & Remus Ionuț Ilieș, 2023. "The Economic-Social Influences of the Consumer Price Index: The Case of Post-Communist Romania," Journal of Financial Studies, Institute of Financial Studies, vol. 15(8), pages 181-197, November.
- Gerdesmeier, Dieter & Reimers, Hans-Eggert & Roffia, Barbara, 2015. "Consumer and asset prices: Some recent evidence," Wismar Discussion Papers 01/2015, Hochschule Wismar, Wismar Business School.
- Kyungbo Park & Hangook Kim & Jeonghwa Cha, 2023. "An Exploratory Study on the Development of a Crisis Index: Focusing on South Korea’s Petroleum Industry," Energies, MDPI, vol. 16(14), pages 1-24, July.
- Maciej Ryczkowski, 2016. "Modern central banking from monetary perspective," Ekonomia i Prawo, Uniwersytet Mikolaja Kopernika, vol. 15(4), pages 547-556, December.
- Gerdesmeier Dieter & Roffia Barbara & Reimers Hans-Eggert, 2020. "Unravelling the Secrets of Inflation in the Euro Area – A Frequency Decomposition Approach," Folia Oeconomica Stetinensia, Sciendo, vol. 20(1), pages 133-162, June.
- Gerdesmeier, Dieter & Roffia, Barbara & Reimers, Hans-Eggert, 2018. "Unravelling the secrets of euro area inflation: A frequency decomposition approach," Wismar Discussion Papers 06/2018, Hochschule Wismar, Wismar Business School.
- ali, ramsha, 2016. "Impact of inflation on the monetary policy: case study of Pakistan," MPRA Paper 92362, University Library of Munich, Germany.
- Scharnagl, Michael & Mandler, Martin, 2015. "The relationship of simple sum and Divisia monetary aggregates with real GDP and inflation: a wavelet analysis for the US," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 112879, Verein für Socialpolitik / German Economic Association.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Tiwari, Aviral Kumar & Oros, Cornel & Albulescu, Claudiu Tiberiu, 2014.
"Revisiting the inflation–output gap relationship for France using a wavelet transform approach,"
Economic Modelling, Elsevier, vol. 37(C), pages 464-475.
- Claudiu T. Albulescu & Cornel Oros & Aviral Kumar Tiwari, 2014. "Revisiting the inflation - output gap relationship for France using a wavelet transform approach," Post-Print hal-00954189, HAL.
- Tiwari, Aviral Kumar, 2012. "An empirical investigation of causality between producers' price and consumers' price indices in Australia in frequency domain," Economic Modelling, Elsevier, vol. 29(5), pages 1571-1578.
- Breitung, Jörg & Schreiber, Sven, 2018.
"Assessing causality and delay within a frequency band,"
Econometrics and Statistics, Elsevier, vol. 6(C), pages 57-73.
- Jörg Breitung & Sven Schreiber, 2016. "Assessing Causality and Delay within a Frequency Band," IMK Working Paper 165-2016, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
- Claudiu Tiberiu Albulescu & Cornel Oros & Aviral Kumar Tiwari, 2017.
"Oil price–inflation pass-through in Romania during the inflation targeting regime,"
Applied Economics, Taylor & Francis Journals, vol. 49(15), pages 1527-1542, March.
- Claudiu Tiberiu Albulescu & Aviral Kumar Tiwari & Cornel Oros, 2017. "Oil price-inflation pass-through in Romania during the inflation targeting regime," Post-Print hal-01434319, HAL.
- Andersson, Fredrik N. G., 2008. "Long Run Inflation Indicators – Why the ECB got it Right," Working Papers 2008:17, Lund University, Department of Economics.
- Hassan Farazmand & Amin Mansouri & Morteza Afghah, 2014. "Choosing the best type of wavelet: Case study-business cycle in Iran," Asian Journal of Empirical Research, Asian Economic and Social Society, vol. 4(5), pages 293-314, May.
- CLAUDIU TIBERIU ALBULESCU & Daniel Goyeau & AVIRAL KUMAR TIWARI, 2013.
"Revisiting The Financial Volatility–Derivative Products Relationship On Euronext.Liffe Using A Frequency Domain Analysis,"
Brussels Economic Review, ULB -- Universite Libre de Bruxelles, vol. 56(3-4), pages 349-364.
- Claudiu Tiberiu Albulescu & Daniel Goyeau & Aviral Kumar Tiwaric, 2013. "Revisiting The Financial Volatility – Derivative Products Relationship On Euronext. Liffe Using A Frequency Domain Analysis," Post-Print halshs-01368488, HAL.
- Aviral Kumar Tiwari, 2012. "Tax Burden and GDP: Evidence from Frequency Doman Approach for the USA," Economics Bulletin, AccessEcon, vol. 32(1), pages 147-159.
- Assenmacher-Wesche, Katrin & Gerlach, Stefan & Sekine, Toshitaka, 2008.
"Monetary factors and inflation in Japan,"
Journal of the Japanese and International Economies, Elsevier, vol. 22(3), pages 343-363, September.
- Assenmacher-Wesche, Katrin & Gerlach, Stefan & Sekine, Toshitaka, 2007. "Monetary factors and inflation in Japan," IMFS Working Paper Series 13, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Gerlach, Stefan & Assenmacher, Katrin & Sekine, Toshitaka, 2008. "Monetary Factors and Inflation in Japan," CEPR Discussion Papers 6650, C.E.P.R. Discussion Papers.
- Katrin Assenmacher & Stefan Gerlach & Toshitaka Sekine, 2007. "Monetary Factors and Inflation in Japan," Working Papers 2007-13, Swiss National Bank.
- Katrin Assenmacher-Wesche & Stefan Gerlach, 2007.
"Money at Low Frequencies,"
Journal of the European Economic Association, MIT Press, vol. 5(2-3), pages 534-542, 04-05.
- Gerlach, Stefan & Assenmacher, Katrin, 2006. "Money at Low Frequencies," CEPR Discussion Papers 5868, C.E.P.R. Discussion Papers.
- Hofmann, Boris, 2009.
"Do monetary indicators lead euro area inflation?,"
Journal of International Money and Finance, Elsevier, vol. 28(7), pages 1165-1181, November.
- Hofmann, Boris, 2008. "Do monetary indicators lead euro area inflation?," Working Paper Series 867, European Central Bank.
- António Rua, 2012.
"Money Growth and Inflation in the Euro Area: A Time-Frequency View,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 74(6), pages 875-885, December.
- António Rua, 2011. "Money growth and inflation in the euro area: a time-frequency view," Working Papers w201122, Banco de Portugal, Economics and Research Department.
- Bekiros, Stelios & Nguyen, Duc Khuong & Uddin, Gazi Salah & Sjö, Bo, 2016. "On the time scale behavior of equity-commodity links: Implications for portfolio management," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 41(C), pages 30-46.
- Ritabrata Bose & Ashima Goyal, 2020. "Disaggregated Indian industrial cycles: A Spectral analysis," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2020-033, Indira Gandhi Institute of Development Research, Mumbai, India.
- Ana Pereira & João Valle e Azevedo, 2010. "Forecasting Inflation with Monetary Aggregates," Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.
- Petra Gerlach-Kristen, 2007.
"A Two-Pillar Phillips Curve for Switzerland,"
Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 143(IV), pages 425-448, December.
- Dr. Petra Gerlach, 2006. "A Two-Pillar Phillips Curve for Switzerland," Working Papers 2006-09, Swiss National Bank.
- Jiang, Chun & Chang, Tsangyao & Li, Xiao-Lin, 2015. "Money growth and inflation in China: New evidence from a wavelet analysis," International Review of Economics & Finance, Elsevier, vol. 35(C), pages 249-261.
- Croux, Christophe & Reusens, Peter, 2013. "Do stock prices contain predictive power for the future economic activity? A Granger causality analysis in the frequency domain," Journal of Macroeconomics, Elsevier, vol. 35(C), pages 93-103.
- Tiwari, Aviral Kumar & Jena, Sangram Keshari & Mitra, Amarnath & Yoon, Seong-Min, 2018. "Impact of oil price risk on sectoral equity markets: Implications on portfolio management," Energy Economics, Elsevier, vol. 72(C), pages 120-134.
- Kosei Fukuda, 2010. "Three new empirical perspectives on the Hodrick–Prescott parameter," Empirical Economics, Springer, vol. 39(3), pages 713-731, December.
More about this item
Keywords
monetary policy; inflation; band spectrum; regression;All these keywords.
JEL classification:
- E3 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles
- E4 - Macroeconomics and Monetary Economics - - Money and Interest Rates
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:ebl:ecbull:eb-10-00337. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: John P. Conley (email available below). General contact details of provider: .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.