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Shock Transmissions in Different Inflation Regimes

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  • Arndt, Sarah
  • Enders, Zeno

Abstract

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Suggested Citation

  • Arndt, Sarah & Enders, Zeno, 2023. "Shock Transmissions in Different Inflation Regimes," VfS Annual Conference 2023 (Regensburg): Growth and the "sociale Frage" 277682, Verein für Socialpolitik / German Economic Association.
    • Handle: RePEc:zbw:vfsc23:277682
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    File URL: https://www.econstor.eu/bitstream/10419/277682/1/vfs-2023-pid-87249.pdf
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    References listed on IDEAS

    as
    1. Bobeica, Elena & Ciccarelli, Matteo & Vansteenkiste, Isabel, 2021. "The changing link between labor cost and price inflation in the United States," Working Paper Series 2583, European Central Bank.
    2. Raffaella Giacomini & Toru Kitagawa & Matthew Read, 2022. "Narrative Restrictions and Proxies: Rejoinder," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(4), pages 1438-1441, October.
    3. James H. Stock & Mark W. Watson, 2018. "Identification and Estimation of Dynamic Causal Effects in Macroeconomics Using External Instruments," Economic Journal, Royal Economic Society, vol. 128(610), pages 917-948, May.
    4. Garzon, Antonio J. & Hierro, Luis A., 2021. "Asymmetries in the transmission of oil price shocks to inflation in the eurozone," Economic Modelling, Elsevier, vol. 105(C).
    5. Marek Jarociński & Peter Karadi, 2020. "Deconstructing Monetary Policy Surprises—The Role of Information Shocks," American Economic Journal: Macroeconomics, American Economic Association, vol. 12(2), pages 1-43, April.
    6. Hamilton, James D, 1989. "A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle," Econometrica, Econometric Society, vol. 57(2), pages 357-384, March.
    7. Hamilton, James D., 1990. "Analysis of time series subject to changes in regime," Journal of Econometrics, Elsevier, vol. 45(1-2), pages 39-70.
    8. Kapetanios, G. & Tzavalis, E., 2010. "Modeling structural breaks in economic relationships using large shocks," Journal of Economic Dynamics and Control, Elsevier, vol. 34(3), pages 417-436, March.
    9. Marek Jarocinski & Peter Karadi, 2017. "Central Bank Information Shocks," 2017 Meeting Papers 1193, Society for Economic Dynamics.
    10. Raffaella Giacomini & Toru Kitagawa & Matthew Read, 2022. "Narrative Restrictions and Proxies," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(4), pages 1415-1425, October.
    11. José Luis Montiel Olea & Mikkel Plagborg‐Møller, 2021. "Local Projection Inference Is Simpler and More Robust Than You Think," Econometrica, Econometric Society, vol. 89(4), pages 1789-1823, July.
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    More about this item

    JEL classification:

    • E31 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Price Level; Inflation; Deflation

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