International transmission of inflation among G-7 countries: A data-determined VAR analysis

Journal of Banking and Finance

Volumn 30, Issue 10, 2006, Pages 2681-2700

  Yang, Jian ^a,b   Guo, Hui ^c   Wang, Zijun ^d  

^a PRAIRIE VIEW A AND M UNIVERSITY   (United States)

^b NANKAI UNIVERSITY   (China)

^c FEDERAL RESERVE BANK OF ST LOUIS   (United States)

^d TEXAS A AND M UNIVERSITY   (United States)

Author keywords

Directed acyclic graphs; Forecast error variance decomposition; Inflation; International transmission; Recursive estimation

Indexed keywords

EID: 33747420370     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jbankfin.2005.10.005     Document Type: Article

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