Results 221 to 230 of about 133,380 (260)

Global Factors in Inflation and Interest Rates

SSRN Electronic Journal, 2021
International co-movements in inflation and interest rates have been separately documented by numerous empirical studies. In this study, we bridge the gap by investigating common natures that simultaneously generate these international co-movements. To this end, we estimate a high-dimensional dynamic common factor model of national inflation rates and ...
Sun Ho Lee, Kyu H. Kang
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Rates, Risks and 2: Factors Affecting the Rate of Inflation

SSRN Electronic Journal, 2016
In September, the Central Bank of Russia made a decision to cut the key rate by 0.5 p.p. to 10%. The intention of the Central Bank of Russia to stick to a moderately tough monetary policy is justified by the need to consolidate the trend towards sustained reduction of the rate of inflation.
Alexandra Viktorovna Bozhechkova, Pavel Trunin   +1 more
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The Stock Determinant Factors Of Aneka Tambang Tbk: The Rate Analysis For Inflation, Exchange Rate And Interest

jii, 2023
Penelitian ini bertujuan untuk mengetahui pengaruh inflasi, kurs dan tingkat suku bunga terhadap volume perdagangan saham PT Aneka Tambang Tbk Periode 2017-2021. Metode yang digunakan yaitu pendekatan kuantitatif. Penelitian ini menggunakan data sekunder yang diperoleh dari website resmi PT Aneka Tambang Tbk dan situs website resmi Bank Indonesia (BI).
Anis Kurlillah, null Rahimullah, null Munadiati, null Abdul Hamid   +3 more
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A Multi-Factor SABR Model for Forward Inflation Rates

SSRN Electronic Journal, 2009
We introduce a new forward CPI model that is based on a multi-factor volatility structure and leads to SABR-like dynamics for forward inflation rates. Our approach is the first in the financial literature to reconcile zero-coupon and year-on-year quotes, granting, at the same time, a both fast and accurate calibration to market data.
Fabio Mercurio, Nicola Moreni
openaire   +1 more source

Impact estimation of demographic factors on the inflation rate in the Russian regions

Economics and the Mathematical Methods, 2022
Inflation can be formed under both monetary and nonmonetary factors. Demographic factors, in particular, the age structure of the population, create the economic environment, where monetary policy operates and inflationary processes develop. When we forecast the inflation rate it is necessary to consider demographic factors as impact on the inflation ...
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Regional effects of inflation targeting in Russia: Factors of heterogeneity and structural inflation rates

Voprosy Ekonomiki, 2019
Inflation targeting in Russia implies maintaining stable low inflation at a level of 4% throughout the country. The presence of structural factors in some regions can determine deviations from the all-Russian inflation, which can lead to different effects of monetary policy in Russian regions.
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Factors Influencing the Inflation of Task Performance Ratings for Workers With Disabilities and Contextual Performance Ratings for Their Coworkers

Human Performance, 2005
Contrary to many myths regarding their potential performance, workers with disabilities generally receive performance ratings similar to their nondisabled coworkers. However, their ratings possibly may be inflated above their actual performance levels.
Brian K. Miller, Steve Werner
openaire   +1 more source

FACTOR MODELS AND TIME‐VARYING PARAMETER FRAMEWORK FOR FORECASTING EXCHANGE RATES AND INFLATION: A SURVEY

Journal of Economic Surveys, 2017
AbstractA survey of models used for forecasting exchange rates and inflation reveals that the factor‐based and time‐varying parameter or state space models generate superior forecasts relative to all other models. This survey also finds that models based on Taylor rule and portfolio balance theory have moderate predictive power for forecasting exchange
Lasha Kavtaradze, Manouchehr Mokhtari
openaire   +1 more source