The Spillover of Inflation among the G7 Countries
Электронный научный архив УРФУ
Информация об архиве | Просмотр оригинала| Поле | Значение | |
| Заглавие |
The Spillover of Inflation among the G7 Countries
|
|
| Автор |
Istiak, K.
Tiwari, A. K. Husain, H. Sohag, K. |
|
| Тематика |
INFLATION
MONETARY POLICY MULTIVARIATE MODELS NONLINEAR TIME-SERIES ANALYSIS SPILLOVER |
|
| Описание |
Many global shocks, including the renegotiation of NAFTA, the United States–China trade war, the Brexit, and the COVID-19 pandemic, may have recently influenced the inflation spillover in the G7 countries. The current literature overlooks the influence of these important events on the inflation spillover of the G7 countries. This study fulfills this gap and investigates the nature of inflation spillover in the short, medium, and long term. Using the monthly data from 1956:6 to 2020:12, the study finds that Japan and the United States are the main transmitters of inflation. International trade, purchasing power parity, low-cost technology, and the Abenomics policy were found to be responsible for the inflation spillover. We suggest that the central banks of these countries collaborate to achieve the targeted inflation rate. © 2021 by the authors.
|
|
| Дата |
2024-04-08T11:06:02Z
2024-04-08T11:06:02Z 2022 |
|
| Тип |
Article
Journal article (info:eu-repo/semantics/article) Published version (info:eu-repo/semantics/publishedVersion) |
|
| Идентификатор |
Istiak, K, Tiwari, AK, Husain, H & Sohag, K 2021, 'The Spillover of Inflation among the G7 Countries', Journal of Risk and Financial Management, Том. 14, № 8, 392. https://doi.org/10.3390/jrfm14080392
Istiak, K., Tiwari, A. K., Husain, H., & Sohag, K. (2021). The Spillover of Inflation among the G7 Countries. Journal of Risk and Financial Management, 14(8), [392]. https://doi.org/10.3390/jrfm14080392 1911-8074 Final All Open Access; Gold Open Access; Green Open Access https://www.mdpi.com/1911-8074/14/8/392/pdf?version=1629857247 https://www.mdpi.com/1911-8074/14/8/392/pdf?version=1629857247 http://elar.urfu.ru/handle/10995/131262 10.3390/jrfm14080392 85137288530 000689578700001 |
|
| Язык |
en
|
|
| Права |
Open access (info:eu-repo/semantics/openAccess)
cc-by https://creativecommons.org/licenses/by/4.0/ |
|
| Формат |
application/pdf
|
|
| Издатель |
Multidisciplinary Digital Publishing Institute (MDPI)
|
|
| Источник |
Journal of Risk and Financial Management
Journal of Risk and Financial Management |
|