Focal Interest
Focal Interest

Money supply

  1. Inflation weakens the sovereign-bank doom loop
    Study examines how inflation and money supply influence the sovereign-bank relationship and the debt-lending feedback loop using quantile VAR analysis.
  2. European housing markets mediate monetary policy effects
    Analyze how monetary policy affects European housing markets over 30 years, revealing housing prices respond more strongly than inflation and output to policy shocks.
  3. TV-SCVARMA outperforms classical VARMA in Nigeria
    Time-varying VARMA framework for macroeconomic forecasting in Nigeria addresses parameter instability from external shocks using state-space estimation with Kalman filtering.