The effects of the oil price and oil price volatility on inflation in Turkey
The effects of the oil price and oil price volatility on inflation in Turkey were analyzed via a
structural vector autoregression (SVAR) model, using monthly data covering the period …
structural vector autoregression (SVAR) model, using monthly data covering the period …
Exchange rate pass-through: A comparative analysis of inflation targeting & non-targeting ASEAN-5 countries
In the context of the debate on Exchange Rate Pass-Through (ERPT) under inflation
targeting regimes, this study analysis the ERPT in inflation targeting and non-targeting …
targeting regimes, this study analysis the ERPT in inflation targeting and non-targeting …
A nonlinear ARDL model of inflation dynamics in the Philippine economy
RS Deluna Jr, JIV Loanzon, VM Tatlonghari - Journal of Asian Economics, 2021 - Elsevier
This study investigated whether global oil price changes, exchange rate, interest rate, and
economic output exert symmetric or asymmetric pass-through effects on inflation in the …
economic output exert symmetric or asymmetric pass-through effects on inflation in the …
Economic policy uncertainty and price pass-through effect of exchange rate in China
Y Wang, L Wang, C Pan, S Hong - Pacific-Basin Finance Journal, 2022 - Elsevier
Using the Chinese economic policy uncertainty (EPU) index, this paper investigates the
spillover effect on the price pass-through effect of the RMB exchange rate and uncertainty …
spillover effect on the price pass-through effect of the RMB exchange rate and uncertainty …
Macroeconomics determinants of exchange rate pass-through: new evidence from the Asia-Pacific region
NV Phuc, VH Duc - Emerging Markets Finance and Trade, 2021 - Taylor & Francis
Some recent studies observe an increasing degree of exchange rate pass-through (ERPT)
to domestic prices, which has raised questions about the nature of the incompleteness and …
to domestic prices, which has raised questions about the nature of the incompleteness and …
The Impact of Interest Rate Spillover on Output Gap: A Dynamic Spatial Durbin Model
The recent multidimensional crisis has harmed the global economy because countries are
currently integrated. In this study, we examine the spillover effect of the United States (US) …
currently integrated. In this study, we examine the spillover effect of the United States (US) …
Derivatives market and economic growth nexus: Policy implications for emerging markets
The derivatives market plays a crucial role in an economy. However, its link to economic
growth and macroeconomic factors seem to be insufficiently covered in academic research …
growth and macroeconomic factors seem to be insufficiently covered in academic research …
Interdependence between monetary policy and asset prices in ASEAN-5 countries
In this paper, we investigate the interdependence between monetary policy and asset prices
in ASEAN-5 countries. Within country-specific models and proxying asset prices by the …
in ASEAN-5 countries. Within country-specific models and proxying asset prices by the …
Modeling the impact of agricultural shocks on oil price in the US: a new approach
The current literature has generally considered prices of the agricultural commodity as an
endogenous factor to crude oil price. As such, the role of the agricultural market in the …
endogenous factor to crude oil price. As such, the role of the agricultural market in the …
The determinants of risk transmission between oil and agricultural prices: an IPVAR approach
Previous empirical studies have generally considered biofuel as a main factor in changes in
the relationship between oil and agricultural prices because these changes happened after …
the relationship between oil and agricultural prices because these changes happened after …