Nothing Special   »   [go: up one dir, main page]
create a website
SVAR Approach for Extracting Inflation Expectations Given Severe Monetary Shocks: Evidence from Belarus. (2016). Kruk, Dzmitry.
In: BEROC Working Paper Series.
RePEc:bel:wpaper:39.

Full description at Econpapers || Download paper

Cited: 1

Citations received by this document

Cites: 43

References cited by this document

Cocites: 58

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. The Belarus Economy: The Challenges of Stalled Reforms. (2016). Pindyuk, Olga ; Kruk, Dzmitry ; Hunya, Gabor ; Havlik, Peter ; Bornukova, Kateryna ; Adarov, Amat ; Dobrinsky, Rumen.
    In: wiiw Research Reports.
    RePEc:wii:rpaper:rr:413.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Aguilar, A.M., Cuadra, G., Ramirez, C., and Samano, D. (2014). Anchoring Inflation Expectations after Adverse Supply Shock, Monetaria, II, pp. 49-81.

  2. Alonso, F., Blanco, R., and del Rio, A. (2011). Estimating Inflation Expectations Using French Government Inflation-Indexed Bonds, Banco de Espana, Documento de Trabajo No. 0111.
    Paper not yet in RePEc: Add citation now

  3. Ballantyne, A., Gillitzer, Ch., Jacobs, D., and Rankin E. (2016). Disagreement about Inflation expectations, Reserve Bank of Australia, Research Discussion Paper No. 2016-02.

  4. Bauer, M. (2014). Inflation Expectations and the News, Federal Reserve Bank of SanFrancisco, Working Paper No. 2014-09.
    Paper not yet in RePEc: Add citation now

  5. Blanchard, O., and Quah, D. (1989). The Dynamic Effects of Aggregate Demand and Supply Disturbances, The American Economic Review, 79(4), pp.665-673.

  6. Boneva, L., Cloyne, J., Weale, M., and Wieladek, T. (2016). Firms’ Expectations and PriceSetting: Evidence from Micro Data, Bank of England, Discussion Paper No.48 Brissimis, S. and Migiakis, P. (2015). Inflation persistence, learning dynamics and the rationality of inflation expectations. Empirical Economics, 51(3), pp.963-979.

  7. Carroll, C. (2003). Macroeconomic Expectations of Households and Professional Forecasters. The Quarterly Journal of Economics, 118(1), pp.269-298.

  8. Casiraghi, M., and Miccoli, M. (2015). Risk-adjusted Expectations of Inflation, Banca D’Italia, Occasional Paper No. 286.

  9. Christiano, L.J., Eichenbaum, M., and Evans Ch.(2001). Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy, National Bureau of Economic Research, Working Paper No. 8403.

  10. Curtin, R. (1996). Procedure to Estimate Price Expectations, University of Michagan, Working Paper.
    Paper not yet in RePEc: Add citation now
  11. Curtin, R. (2010). Inflation Expectations and Empirical Tests in Sinclair, P. (eds). Inflation expectations. 1st ed. London: Routledge, pp. 34-61.
    Paper not yet in RePEc: Add citation now

  12. De Bruin, W.B., Potter, S., Rich, R., Topa, G., and der Klaauw, W. (2010). Improving Survey Measures of Households Inflation Expectations, Current Issues in Economics and Finance, 16, 7, pp.1-7.

  13. Del Negro, M. and Eusepi, S. (2011). Fitting observed inflation expectations. Journal of Economic Dynamics and Control, 35(12), pp.2105-2131.

  14. Dopke, J., Dovern, J., Fritsche, U., and Slacalek, J. (2006). The Dynamics of European Inflation Expectations, DIW German Institute for Economic Research, Working Paper No. 571.

  15. Ehrmann, M., Pfajfar, D., and Santoro, E. (2015). Consumers’ Attidtudes and Their Inflation Expectations, Federal Reserve Bank, Finance and Economic Discussion Paper, N.2015-15.
    Paper not yet in RePEc: Add citation now

  16. Fritzer, F., and Runler, F. (2015). Determinants of Inflation Perceptions and Expectations: an Empirical Analysis for Austria, Monetary Policy and the Economy, Q1, pp.15-26.

  17. Fukac, M. (2005). Do Inflation expectations Surveys Yield Macroeconomically Relevant Information?, Czech Journal of Economics and Finance, 55, pp.344-362.
    Paper not yet in RePEc: Add citation now
  18. Gabrial, P. (2010). Household Inflation Expectations and Inflation Dynamics, Magyar Nemzeti Bank, Working Paper No. 2010/12.
    Paper not yet in RePEc: Add citation now

  19. Gomes, O. (2010). Nonlinear Inflation Expectations and Endogenous Fluctuations, AUCO Czech Economic Review, 4, pp.263-280.

  20. Gottschalk, J. (2001a). Measuring Expected Inflation and the Ex-Ante Real Interest Rate in the Euro Area Using Structural Vector Autoregression, Kiel Institute of World Economics, Working Paper No, 1067.

  21. Gottschalk, J. (2001b). An Introduction into the SVAR Methodology: Identification, Interpretation and Limitations of SVAR Models, Kiel Institute of World Economics, Working Paper No, 1072.

  22. Haubrich, J.G. (2009). A New Approach to Gauging Inflation Expectations, Economic Commentary (Federal Reserve Bank of Cleveland), August.

  23. Haubrich, J.G., Pennacchi, G., and Ritchken, P. (2011). Inflation Expectations, Real Rates, and Risk Premia: Evidence from Inflation Swaps, Federal Reserve bank of Cleveland, Working Paper No.11-07.

  24. Holub, T. and Hurník, J. (2008). Ten Years of Czech Inflation Targeting: Missed Targets and Anchored Expectations. Emerging Markets Finance and Trade, 44(6), pp.67-86.

  25. Kajanoja, L. (2004). Extracting Growth and Inflation Expectations from Financial Market Data, Bank of Finland, Discussion Paper No. 2.

  26. Kajuth, F. and Watzka, S. (2011). Inflation expectations from index-linked bonds: Correcting for liquidity and inflation risk premia. The Quarterly Review of Economics and Finance, 51(3), pp.225-235.

  27. Kapetanios, G., Maule, B. and Young, G. (2016). A new summary measure of inflation expectations. Economics Letters, 149, pp.83-85.

  28. Kelly, R. (2008). The Causal Relationship Between Inflation and Inflation Expectations in the United Kingdom, Bank of England, Discussion Paper No.24 Licandro, G., and Mello, M. (2015). News and Inflation Expectations Update, Banco Central del Uruguay, Documento de Trabajo No.2015/008.

  29. Lucas, R. (1972). Expectations and the neutrality of money. Journal of Economic Theory, 4(2), pp.103-124.

  30. Lysiak, T. (2006). Inflation Targeting and Consumer Inflation Expectations in Poland. A Success Story?, Journal of Business Cycle Measurement and Analysis, 2, pp.185-212.
    Paper not yet in RePEc: Add citation now

  31. Lyziak, T. (2016). Financial Crisis, Low Inflation Environment and Short-Term Inflation Expectations in Poland, Bank I Kredyt, 47, pp. 285-300.

  32. Maertens Odria, L. and Rodríguez, G. (2013). Inflation expectations formation in the presence of policy shifts and structural breaks: An experimental analysis. The Journal of Socio-Economics, 44, pp.59-67.

  33. Miccoli, M., and Neri, S. (2015). Inflation Surprises and Inflation Expectations in the Euro Area, Banca D’Italia, Occasional Paper No. 265.

  34. Moore, A. (2016). Measures of Inflation Expectations in Australia, Reserve Bank of Australia, Bulletin, December, pp.23-32.

  35. Muth, J. (1961). Rational Expectations and the Theory of Price Movements. Econometrica, 29(3), p.315.
    Paper not yet in RePEc: Add citation now

  36. Nautz, D. and Strohsal, T. (2015). Are US inflation expectations re-anchored?. Economics Letters, 127, pp.6-9.

  37. Pagan, A. and Pesaran, M. (2008). Econometric analysis of structural systems with permanent and transitory shocks. Journal of Economic Dynamics and Control, 32(10), pp.3376-3395.

  38. Palley, T. (2012). The economics of the Phillips curve: Formation of inflation expectations versus incorporation of inflation expectations. Structural Change and Economic Dynamics, 23(3), pp.221-230.

  39. Pincheira, P. (2013). Interventions and Inflation Expectations in an Inflation Targeting Economy, Bank of International Settlements, Working Paper No.427.

  40. Strohsal, T. and Winkelmann, L. (2015). Assessing the anchoring of inflation expectations. Journal of International Money and Finance, 50, pp.33-48.

  41. Szyszko, M. (2012). The Interdependences of Central Bank’s Forecasts and Inflation Expectations of Consumers, Bank I Kredyt, 44, pp.33-66.
    Paper not yet in RePEc: Add citation now
  42. Szyszko, M. (2017). Central Bank’s Inflation Forecast and Expectations. A Comparative Analysis, Prague Economic Papers (forthcoming).
    Paper not yet in RePEc: Add citation now

  43. Viren, M. (2006). Inflation Expectations and Regime Shifts, Aboa Centre for Economcis, Discussion Paper No.5.

Cocites

Documents in RePEc which have cited the same bibliography

  1. Inflation Expectations in Australia. (2022). Brassil, Anthony ; Beckers, Benjamin.
    In: Australian Economic Review.
    RePEc:bla:ausecr:v:55:y:2022:i:1:p:125-135.

    Full description at Econpapers || Download paper

  2. Do monetary policy transparency and central bank communication reduce interest rate disagreement?. (2020). Budsaratragoon, Pornanong ; Jitmaneeroj, Boonlert ; Seelajaroen, Ruttachai.
    In: Journal of Forecasting.
    RePEc:wly:jforec:v:39:y:2020:i:3:p:368-393.

    Full description at Econpapers || Download paper

  3. Disagreements in Consumer Inflation Expectations: Empirical Evidence for a Latin American Economy. (2020). Galvis Ciro, Juan Camilo ; Anzoátegui Zapata, Juan ; Galvis-Ciro, Juan Camilo ; Anzoategui-Zapata, Juan Camilo.
    In: Journal of Business Cycle Research.
    RePEc:spr:jbuscr:v:16:y:2020:i:2:d:10.1007_s41549-020-00047-x.

    Full description at Econpapers || Download paper

  4. Disagreement in inflation expectations: empirical evidence for Colombia. (2019). Galvis Ciro, Juan Camilo ; Anzoátegui Zapata, Juan.
    In: Applied Economics.
    RePEc:taf:applec:v:51:y:2019:i:40:p:4411-4424.

    Full description at Econpapers || Download paper

  5. SVAR Approach for Extracting Inflation Expectations Given Severe Monetary Shocks: Evidence from Belarus. (2016). Kruk, Dzmitry.
    In: BEROC Working Paper Series.
    RePEc:bel:wpaper:39.

    Full description at Econpapers || Download paper

  6. Price-Setting and Exchange Rate Pass-Through in the Mexican Economy: Evidence from CPI Micro Data. (2016). Samano, Daniel ; Federico, Kochen .
    In: Working Papers.
    RePEc:bdm:wpaper:2016-13.

    Full description at Econpapers || Download paper

  7. Monetary Policy and Bank Lending Rates in Low-Income Countries: Heterogeneous Panel Estimates. (2014). Spilimbergo, Antonio ; Pedroni, Peter ; Montiel, Peter ; Mishra, Prachi.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10230.

    Full description at Econpapers || Download paper

  8. New Keynesian or RBC Transmission? The Effects of Fiscal Policy in Labor Markets. (2005). Pappa, Evi.
    In: Working Papers.
    RePEc:igi:igierp:293.

    Full description at Econpapers || Download paper

  9. Learning-by-Doing or Habit Formation?. (2005). Kano, Takashi ; Bouakez, Hafedh.
    In: Staff Working Papers.
    RePEc:bca:bocawp:05-15.

    Full description at Econpapers || Download paper

  10. On the Employment Effect of Technology: Evidence from US Manufacturing for 1958-1996. (2003). Hong, Jay ; Chang, Yongsung.
    In: Macroeconomics.
    RePEc:wpa:wuwpma:0307004.

    Full description at Econpapers || Download paper

  11. Is Deflation depressing? Evidence from the Classical Gold Standard. (2003). Redish, Angela ; Bordo, Michael.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:9520.

    Full description at Econpapers || Download paper

  12. Data revisions and the identification of monetary policy shocks. (2003). Evans, Charles ; Croushore, Dean.
    In: Working Papers.
    RePEc:fip:fedpwp:03-1.

    Full description at Econpapers || Download paper

  13. An information-theoretic extension to structural VAR modelling. (2002). Siegfried, Nikolaus A.
    In: Econometrics.
    RePEc:wpa:wuwpem:0203005.

    Full description at Econpapers || Download paper

  14. Has the Business Cycle Changed and Why?. (2002). Watson, Mark ; Stock, James.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:9127.

    Full description at Econpapers || Download paper

  15. Is macroeconomic research robust to alternative data sets?. (2002). Croushore, Dean ; Stark, Tom.
    In: Working Papers.
    RePEc:fip:fedpwp:02-3.

    Full description at Econpapers || Download paper

  16. Technology shocks matter. (2002). Fisher, Jonas.
    In: Working Paper Series.
    RePEc:fip:fedhwp:wp-02-14.

    Full description at Econpapers || Download paper

  17. Monetary policy in an estimated stochastic dynamic general equilibrium model of the Euro area. (2002). Wouters, Raf ; Smets, Frank.
    In: Proceedings.
    RePEc:fip:fedfpr:y:2002:i:mar:x:2.

    Full description at Econpapers || Download paper

  18. The Dynamics of U.S. GDP and Investment Sub-Components. (2001). Ricardo Sabates Land Tenure Center, ; UW-Madison, .
    In: Wisconsin-Madison CULER working papers.
    RePEc:wop:wisule:01-05.

    Full description at Econpapers || Download paper

  19. Evaluating Monetary Policy Options. (2001). McMillin, W. ; Fackler, James S..
    In: Departmental Working Papers.
    RePEc:lsu:lsuwpp:2001-09.

    Full description at Econpapers || Download paper

  20. The Dynamic Response of the Budget Balance to Tax, Spending and Output Shocks: Does Model Specification Matter?. (2001). Hjelm, Goran .
    In: Working Papers.
    RePEc:hhs:lunewp:2001_002.

    Full description at Econpapers || Download paper

  21. Measures of Technology and the Business Cycle: Evidence from Sweden and the U.S.. (2001). Carlsson, Mikael ; Alexius, Annika.
    In: Working Paper Series.
    RePEc:hhs:fiefwp:0174.

    Full description at Econpapers || Download paper

  22. The Empirical Relevance of a basic sticky-price intertemporal model. (2001). Giuliodori, Massimo ; Guiliodori, Massimo.
    In: Working Papers.
    RePEc:gla:glaewp:2001_17.

    Full description at Econpapers || Download paper

  23. Sticky prices and volatile output. (2001). Scott, Andrew ; Ellison, Martin.
    In: Bank of England working papers.
    RePEc:boe:boeewp:127.

    Full description at Econpapers || Download paper

  24. On the sources of business cycles in the G-7. (2000). Canova, Fabio ; de Nicolo, Gianni.
    In: Economics Working Papers.
    RePEc:upf:upfgen:459.

    Full description at Econpapers || Download paper

  25. Inflation targeting under potential output uncertainty. (2000). Hunt, Benjamin ; Gaiduch, Victor.
    In: Reserve Bank of New Zealand Discussion Paper Series.
    RePEc:nzb:nzbdps:2000/08.

    Full description at Econpapers || Download paper

  26. Interpreting the One Big Wave in U.S. Long-Term Productivity Growth. (2000). Gordon, Robert.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:7752.

    Full description at Econpapers || Download paper

  27. Identifying the macroeconomic effect of loan supply shocks. (2000). Tootell, Geoffrey ; Rosengren, Eric ; Peek, Joe.
    In: Working Papers.
    RePEc:fip:fedbwp:00-2.

    Full description at Econpapers || Download paper

  28. Germany and the Euro Area: Differences in the Transmission Process of Monetary Policy. (2000). Vlaar, Peter ; Hubrich, Kirstin.
    In: Econometric Society World Congress 2000 Contributed Papers.
    RePEc:ecm:wc2000:1802.

    Full description at Econpapers || Download paper

  29. Nominal Dynamics in Expected Market-Clearing Models. (2000). Calmès, Christian.
    In: Cahiers de recherche CREFE / CREFE Working Papers.
    RePEc:cre:crefwp:126.

    Full description at Econpapers || Download paper

  30. A limited participation model of the monetary transmission mechanism in the United Kingdom. (2000). Millard, Stephen ; Dhar, Shamik.
    In: Bank of England working papers.
    RePEc:boe:boeewp:117.

    Full description at Econpapers || Download paper

  31. External Economies at the Firm Level: Evidence from Swedish Manufacturing. (1999). Lindstrom, Tomas .
    In: Working Paper Series.
    RePEc:hhs:rbnkwp:0089.

    Full description at Econpapers || Download paper

  32. Does Conservatism Matter? A Time Series Approach to Central Banking. (1999). Woitek, Ulrich ; Berger, Helge.
    In: Working Papers.
    RePEc:gla:glaewp:9814.

    Full description at Econpapers || Download paper

  33. A real-time data set for marcoeconomists: does the data vintage matter?. (1999). Croushore, Dean ; Stark, Tom.
    In: Working Papers.
    RePEc:fip:fedpwp:99-21.

    Full description at Econpapers || Download paper

  34. Structural estimates of the U.S. sacrifice ratio. (1999). Rich, Robert ; Cecchetti, Stephen.
    In: Staff Reports.
    RePEc:fip:fednsr:71.

    Full description at Econpapers || Download paper

  35. Monetary stabilisation policy in a monetary union: some simple analytics. (1999). Nolan, Charles ; Brigden, Andrew.
    In: Bank of England working papers.
    RePEc:boe:boeewp:102.

    Full description at Econpapers || Download paper

  36. Room for manoeuvre of economic policy in EU countries are there costs of joining EMU?. (1998). Schuberth, Helene.
    In: Working Papers.
    RePEc:onb:oenbwp:35.

    Full description at Econpapers || Download paper

  37. Sources of Currency Crises: An Empirical Analysis. (1998). Weber, Axel A..
    In: Working Papers.
    RePEc:onb:oenbwp:25.

    Full description at Econpapers || Download paper

  38. The Interaction Between Business Cycles and Productivity Growth: Evidence from US Industrial Data. (1998). Woitek, Ulrich ; Muscatelli, Vito ; Malley, Jim.
    In: Working Papers.
    RePEc:gla:glaewp:9805.

    Full description at Econpapers || Download paper

  39. Vector rational error correction. (1998). Tinsley, Peter ; Kozicki, Sharon.
    In: Research Working Paper.
    RePEc:fip:fedkrw:98-03.

    Full description at Econpapers || Download paper

  40. Are technology improvements contractionary?. (1998). Kimball, Miles ; Fernald, John ; Basu, Susanto.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:625.

    Full description at Econpapers || Download paper

  41. Monetary shocks and real exchange rates. (1998). Rogers, John.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:612.

    Full description at Econpapers || Download paper

  42. Technology and business cycles; how well do standard models explain the facts?. (1998). Basu, Susanto.
    In: Conference Series ; [Proceedings].
    RePEc:fip:fedbcp:y:1998:i:jun:p:207-269:n:42.

    Full description at Econpapers || Download paper

  43. Exchange rates and prices: sources of sterling real exchange rate fluctuations 1973-94. (1998). Garratt, Anthony ; Astley, Mark S.
    In: Bank of England working papers.
    RePEc:boe:boeewp:85.

    Full description at Econpapers || Download paper

  44. On the identification of structural vector autoregressions. (1997). Sarte, Pierre Daniel.
    In: Economic Quarterly.
    RePEc:fip:fedreq:y:1997:i:sum:p:45-68.

    Full description at Econpapers || Download paper

  45. General-to-specific procedures for fitting a data-admissible, theory- inspired, congruent, parsimonious, encompassing, weakly-exogenous, identified, structural model to the DGP: a translation and crit. (1997). Whiteman, Charles ; Faust, Jon.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:576.

    Full description at Econpapers || Download paper

  46. On the European Monetary System: The Spillover Effects of German Shocks and Disinflation. (1996). Sharma, Subhash ; Kandil, Magda ; Horvath, Julius.
    In: Macroeconomics.
    RePEc:wpa:wuwpma:9605001.

    Full description at Econpapers || Download paper

  47. Bootstrap Methods in Econometrics: Theory and Numerical Performance. (1996). Horowitz, Joel.
    In: Econometrics.
    RePEc:wpa:wuwpem:9602009.

    Full description at Econpapers || Download paper

  48. On the Driving Forces Behind Cyclical Movement, in Employment and Job Reallocation. (1996). Haltiwanger, John ; Davis, Steven.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:5775.

    Full description at Econpapers || Download paper

  49. Hong Kongs Currency Board and Changing Monetary Regimes. (1996). Lui, Francis ; Kwan, Yum K..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:5723.

    Full description at Econpapers || Download paper

  50. Technology, Employment, and the Business Cycle: Do Technology Shocks Explain Aggregate Fluctuations. (1996). Gali, Jordi.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:5721.

    Full description at Econpapers || Download paper

  51. Are prices countercyclical? Evidence from East Asian countries. (1996). Kim, Yang-Woo.
    In: Review.
    RePEc:fip:fedlrv:y:1996:i:sep:p:69-82.

    Full description at Econpapers || Download paper

  52. Asymmetric Effects of Monetary Policy: Evidence from the Yield Curve. (1996). Phaneuf, Louis ; Paquet, Alain ; Macklem, Tiff .
    In: Cahiers de recherche CREFE / CREFE Working Papers.
    RePEc:cre:crefwp:42.

    Full description at Econpapers || Download paper

  53. Searching for the Liquidity Effect in Canada. (1995). Fung, Ben ; Gupta, Rohit .
    In: Macroeconomics.
    RePEc:wpa:wuwpma:9502004.

    Full description at Econpapers || Download paper

  54. Real Disturbances, Relative Prices, and Purchasing Power Parity. (1995). Dibooglu, Selahattin.
    In: International Finance.
    RePEc:wpa:wuwpif:9502002.

    Full description at Econpapers || Download paper

  55. Selection of the Truncation Lag in Structural VARs (or VECMs) with Long-Run Restrictions. (1995). Guay, Alain ; de Serres, Alain.
    In: Econometrics.
    RePEc:wpa:wuwpem:9510001.

    Full description at Econpapers || Download paper

  56. Union monétaire et convergence : quavons nous appris ?. (1994). Pisani-Ferry, Jean.
    In: Working Papers.
    RePEc:cii:cepidt:1994-14.

    Full description at Econpapers || Download paper

  58. Too much cocited documents. This list is not complete

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-02-18 12:31:11 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.