Aastveit, K.A. ; Bjørnland, H.C. ; Cross, J.L. Inflation expectations and the pass-through of oil prices. 2023 The Review of Economics and Statistics. 105 733-743
Abbas, S.K. ; Lan, H. Commodity price pass-through and inflation regimes. 2020 Energy Economics. 92 -
Akerlof, G.A. ; Dickens, W.T. ; Perry, G.L. ; Bewley, T.F. ; Blinder, A.S. Near-rational wage and price setting and the long-run phillips curve. 2000 Brookings Papers on Economic Activity. 2000 1-60
Álvarez, L.J. ; Hurtado, S. ; Sánchez, I. ; Thomas, C. The impact of oil price changes on spanish and euro area consumer price inflation. 2011 Economic Modelling. 28 422-431
Ang, A. ; Bekaert, G. ; Wei, M. The term structure of real rates and expected inflation. 2008 The Journal of Finance. 63 797-849
Ang, A. ; Piazzesi, M. A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables. 2003 Journal of Monetary Economics. 50 745-787
Ball, L. ; Mankiw, N.G. ; Romer, D. The new Keynsesian economics and the output-inflation trade-off. 1988 Brookings Papers on Economic Activity. 19 1-82
Barsky, R.B. ; Kilian, L. Oil and the macroeconomy since the 1970s. 2004 Journal of Economic Perspectives. 18 115-134
Beechey, M.J. ; Johannsen, B.K. ; Levin, A.T. Are long-run inflation expectations anchored more firmly in the euro area than in the United States?. 2011 American Economic Journal: Macroeconomics. 3 104-129
Berge, T.J. Understanding survey based inflation expectations. 2018 International Journal of Forecasting. 34 788-801
- Blanchard, O. ; Gali, J. The macroeconomic effects of oil shocks: Why are the 2000s so different from the 1970s?. 2009 En : International dimensions of monetary policy. University of Chicago Press:
Paper not yet in RePEc: Add citation now
Blanchard, O. ; Riggi, M. Why are the 2000s so different from the 1970s? A structural interpretation of changes in the macroeconomic effects of oil prices. 2013 Journal of the European Economic Association. 11 1032-1052
Boivin, J. ; Giannoni, M. Has monetary policy become more effective?. 2006 The Review of Economics and Statistics. 88 445-462
Campos, C. ; McMain, M. ; Pedemonte, M. Understanding which prices affect inflation expectations. 2022 Federal Reserve Bank of Cleveland, Economic Commentary. 06 -
Catão, L.A. ; Terrones, M.E. Fiscal deficits and inflation. 2005 Journal of Monetary Economics. -
Chen, R.-R. ; Liu, B. ; Cheng, X. Pricing the term structure of inflation risk premia: Theory and evidence from TIPS. 2010 Journal of Empirical Finance. 17 702-721
Christensen, J.H.E. ; Diebold, F.X. ; Rudebusch, G.D. The affine arbitrage-free class of Nelson-Siegel term structure models. 2011 Journal of Econometrics. 164 4-20
Christensen, J.H.E. ; Lopez, J. ; Rudebusch, G.D. Inflation expectations and risk premiums in an arbitrage-free model of nominal and real bond yields. 2010 Journal of Money, Credit and Banking. 42 143-178
Coibion, O. ; Gorodnichenko, Y. Is the phillips curve alive and well after all? Inflation expectations and the missing disinflation. 2015 American Economic Journal: Macroeconomics. 7 197-232
Coibion, O. ; Gorodnichenko, Y. ; Kumar, S. ; Pedemonte, M. Inflation expectations as a policy tool?. 2020 ournal of International Economics. 124 -
- D’Amico, S., Kim, D. H., & Wei, M. (2014). Tips from TIPS: the informational content of treasury inflation-protected security prices: Finance and economics discussion series 2014-24, (pp. 1–88).
Paper not yet in RePEc: Add citation now
Devereux, M.B. ; Yetman, J. Price adjustment and exchange rate pass-through. 2010 Journal of International Money and Finance. 29 181-200
Diebold, F.X. ; Rudebusch, G.D. ; Aruoba, S.B. The macroeconomy and the yield curve: a dynamic latent factor approach. 2006 Journal of Econometrics. 131 309-338
Enders, A. ; Enders, Z. Second-round effects after oil-price shocks: Evidence for the euro area and Germany. 2017 Economics Letters. 159 208-213
Evgenidis, A. Do all oil price shocks have the same impact? Evidence from the euro area. 2018 Finance Research Letters. 26 150-155
Fuhrer, J.C. ; Olivei, G.P. ; Tootell, G.M.B. Inflation dynamics when inflation is near zero. 2012 Journal of Money, Credit and Banking. 44 83-122
Garzon, A.J. ; Hierro, L.A. Asymmetries in the transmission of oil price shocks to inflation in the eurozone. 2021 Economic Modelling. 105 -
Gurkaynak, R.S. ; Sack, B. ; Wright, J.H. The TIPS yield curve and inflation compensation. 2010 American Economic Journal: Macroeconomics. 2 70-92
- Ha, J. ; Kose, M.A. ; Ohnsorge, F. ; Yilmazkuday, H. What Explains Global Inflation. 2024 IMF Economic Review. -
Paper not yet in RePEc: Add citation now
- Harris, E., Kasman, B., Shapiro, M., & West, K. (2009). Oil and the Macroeconomy: Lessons for Monetary Policy. In Proceedings of the U.S. monetary policy forum.
Paper not yet in RePEc: Add citation now
Haubrich, J. ; Pennacchi, G. ; Ritchken, P. Inflation expectations, real rates, and risk premia: Evidence from inflation swaps. 2012 The Review of Financial Studies. 25 1588?1629-
Hooker, M.A. Are oil shocks inflationary? Asymmetric and nonlinear specifications versus changes in regime. 2002 Journal of Money, Credit and Banking. 34 540-561
- IMF, M.A. Global disinflation in an era of constrained monetary policy. 2016 En : World economic outlook October. :
Paper not yet in RePEc: Add citation now
Ioannidis, C. ; Ka, K. The impact of oil price shocks on the term structure of interest rates. 2018 Energy Economics. 72 601-620
Joslin, S. ; Priebsch, M. ; Singleton, J. Risk premium in dynamic term structure models with unspanned macro risks. 2014 The Journal of Finance. 69 1197-1233
Jung, K. Korea’s inflation expectations with regard to the phillips curve and implications of the COVID-19 crisis. 2021 KDI Journal of Economic Policy. 43 81-101
Kilian, L. ; Zhou, X. A broader perspective on the inflationary effects of energy price shocks. 2023 Energy Economics. 106893 -
Kim, Y.M. ; Kang, K.H. ; Ka, K. Do the bond markets find an inflation target credible? Evidence from five inflation targeting countries. 2020 International Review of Economics and Finance. 67 66-84
Leduc, S. ; Sill, K. Expectations and economic fluctuations: An analysis using survey data. 2013 The Review of Economics and Statistics. 95 1352-1367
Lin, H.-Y. ; Chu, H.-P. Are fiscal deficits inflationary?. 2013 Journal of International Money and Finance. 32 214-233
Nasir, M.A. ; Balsalobre-Lorente, D. ; Huynh, T.L.D. Anchoring inflation expectations in the face of oil shocks and in the proximity of ZLB: A tale of two targeters. 2020 Energy Economics. 86 -
Neri, S. Long-term inflation expectations and monetary policy in the euro area before the pandemic. 2023 European Economic Review. 154 -
Peersman, G. ; Van Robays, I. Oil and the euro area economy. 2009 Economic Policy. 24 603-651
Sardar, N. ; Sharma, S. Oil prices & stock returns: Modeling the asymmetric effects around the zero lower bound. 2022 Energy Economics. 107 -
Sekine, A. Oil price pass-through to consumer prices and the inflationary environment: a STAR approach. 2020 Applied Economics Letters. 27 484-488
Sussman, N., & Zohar, O. (2018). Has inflation targeting become less credible?: BIS working papers.
Taylor, J. Low inflation, pass-through, and the pricing power of firms. 2000 European Economic Review. 44 1389-1408
Thorbecke, W. Oil prices and the U.S. economy: Evidence from the stock market. 2019 Journal of Macroeconomics. 61 -
Tsai, C.-L. How do U.S. stock returns respond differently to oil price shocks pre-crisis, within the financial crisis, and post-crisis?. 2015 Energy Economics. 50 47-62
Wong, B. Do inflation expectations propagate the inflationary impact of real oil price shocks?: Evidence from the michigan survey. 2015 Journal of Money, Credit and Banking. 47 1673-1689
Yellen, J.L. Discussion of oil and the macroeconomy: lessons for monetary policy. 2009 Federal Reserve Bank of San Francisco: