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Browsing Workspace (UPSpace) by UP Author "Hall, Stephen George"
Now showing items 1-7 of 7
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Banerjee, Anindya; Hall, Stephen George; Kouretas, Georgios P.; Tavlas, George S. (Wiley, 2023-04)The sharp rise in inflation during the past few years has engendered comparisons with the great inflation of the 1970s and early 1980s. Like that earlier episode, the recent inflation has been underpinned by supply-side ...
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Anwar, Cep Jandi; Hall, Stephen George; Harb, Nermeen; Suhendra, Indra; Purwanda, Eka (Public Library of Science, 2023-05)This study aims to examine whether Central Bank Independence (CBI) and Macroprudential Policy (MAPP) are capable of assisting the improvement of stability in the financial system, regarding the credit gap for 20 developing ...
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Hall, Stephen George; Tavlas, George S.; Wang, Yongli (Wiley, 2023)This paper considers the problem of forecasting inflation in the United States, the euro area, and the United Kingdom in the presence of possible structural breaks and changing parameters. We examine a range of moving ...
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O'Hare, Bernadette; Hall, Stephen George (Polish Academy of Sciencies, 2022-06)The United Nations General Assembly established the Sustainable Development Goals in 2015 to achieve an equitable and sustainable future for all by 2030. This study aims to model the relationship between government revenue ...
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Gibson, Heather D.; Hall, Stephen George; Petroulas, Pavlos; Tavlas, George S. (Elsevier, 2022-12)We examine (1) spillover effects between euro-area sovereigns and banking systems within national jurisdictions and (2) cross-country spillovers among ten countries during the euro-area crisis. We find that cross-country ...
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Hall, Stephen George; O’Hare, Bernadette (MDPI, 2023-03)This paper empirically investigates the link between the level of government revenue per capita and six indicators of the quality of governance in an unbalanced panel data set consisting of all countries in the world ...
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Gibson, Heather D.; Hall, Stephen George; Tavlas, George S. (Cambridge University Press, 2022-09)We provide a new way of deriving a number of dynamic unobserved factors from a set of variables. We show how standard principal components may be expressed in state space form and estimated using the Kalman filter. To ...
Now showing items 1-7 of 7