The global component of inflation volatility-Reference-Cited by-同舟云学术

The global component of inflation volatility

Published:2022-03-26 Issue:4 Volume:37 Page:700-721
ISSN:0883-7252
Container-title:Journal of Applied Econometrics
language:en
Short-container-title:J of Applied Econometrics

Author:

Carriero Andrea¹²^ORCID,Corsello Francesco³^ORCID,Marcellino Massimiliano⁴^ORCID

Affiliation:

1. Queen Mary University of London London UK

2. University of Bologna Bologna Italy

3. Bank of Italy Rome Italy

4. IGIER and CEPR Bocconi University Milan Italy

Publisher

Wiley

Subject

Economics and Econometrics,Social Sciences (miscellaneous)

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1002/jae.2896

Reference36 articles.

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3. Borio C. E. V. &Filardo A. J.(2007).Globalisation and inflation: New cross‐country evidence on the global determinants of domestic inflation. BIS Working Papers 227 Bank for International Settlements.

4. Carriero A. Corsello F. &Marcellino M. G.(2020).The economic drivers of volatility and uncertainty. Bank of Italy Temi di Discussione (Working Paper) 1285.

5. Structural analysis with Multivariate Autoregressive Index models

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