BIS paper explores changing inflation risk factors
Authors highlight “significant non-linearities” among a range of risk factors
Research published by the Bank for International Settlements explores how various factors have changed patterns of inflation risk over time.
Ryan Niladri Banerjee, Juan Contreras, Aaron Mehrotra and Fabrizio Zampolli find that for a wide range of advanced and emerging economies, upside risks to inflation have fallen in recent years.
In the working paper, they use quantile regressions to examine how different factors change the distribution of inflation risks. The method allows the authors to
Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.
To access these options, along with all other subscription benefits, please contact info@centralbanking.com or view our subscription options here: http://subscriptions.centralbanking.com/subscribe
You are currently unable to print this content. Please contact info@centralbanking.com to find out more.
You are currently unable to copy this content. Please contact info@centralbanking.com to find out more.
Copyright Infopro Digital Limited. All rights reserved.
As outlined in our terms and conditions, https://www.infopro-digital.com/terms-and-conditions/subscriptions/ (point 2.4), printing is limited to a single copy.
If you would like to purchase additional rights please email info@centralbanking.com
Copyright Infopro Digital Limited. All rights reserved.
You may share this content using our article tools. As outlined in our terms and conditions, https://www.infopro-digital.com/terms-and-conditions/subscriptions/ (clause 2.4), an Authorised User may only make one copy of the materials for their own personal use. You must also comply with the restrictions in clause 2.5.
If you would like to purchase additional rights please email info@centralbanking.com