Exploring inflation dynamics in Canada: A threshold vector autoregressive approach

Sun, Yiguo; Dimiski, Anastasia

doi:10.1016/j.jeca.2024.e00364

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2024

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Cited by 2 publications

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The Causality Model of Indonesia Rupiah Exchange Rates, Imports, and Exports Using Multivariate Time Series Model of Vector Autoregressive

Devianto,

Bora,

Maiyastri

et al. 2024

2024 2nd International Symposium on Information Technology and Digital Innovation (ISITDI)

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The Causality Model of Indonesia Rupiah Exchange Rates, Imports, and Exports Using Multivariate Time Series Model of Vector Autoregressive

Devianto,

Bora,

Maiyastri

et al. 2024

2024 2nd International Symposium on Information Technology and Digital Innovation (ISITDI)

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An Analysis on the Determinants of Global Inflation

Taşdöken

2024

Advances in Finance, Accounting, and Economics

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The volatilities observed in different markets have an impact on global inflation. The persistent upward trend in inflation forms the basis of economic challenges experienced in all countries.Therefore, especially considering recent developments and events, inflation stands out as one of the most researched topics. In this contextthis, this study analyzes the relationship between global inflation, global food price, Brent oil price, global energy prices, the global supply chain, and global geopolitical risks variables using monthly data from 2004:08 to 2023:10. In this analysis, the Dynamic Wavelet Correlation Analysis For Multivariate (WLMC) approach is employed to examine the dynamic correlation relationship between variables across time and frequency dimensions. Considering the findings from the study, it can be stated that strong correlation relationships among variables have been found after the year 2021 in all analyses. This suggests a stronger economic integration across different global markets, especially in recent years.

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Exploring inflation dynamics in Canada: A threshold vector autoregressive approach

Cited by 2 publications

References 23 publications

The Causality Model of Indonesia Rupiah Exchange Rates, Imports, and Exports Using Multivariate Time Series Model of Vector Autoregressive

The Causality Model of Indonesia Rupiah Exchange Rates, Imports, and Exports Using Multivariate Time Series Model of Vector Autoregressive

An Analysis on the Determinants of Global Inflation

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