3 papers
econ.EM2024
Maximally Forward-Looking Core Inflation
Philippe Goulet Coulombe, Karin Klieber, Christophe Barrette +1
Timely monetary policy decision-making requires timely core inflation measures. We create a new core inflation series that is explicitly designed to succeed at that goal. Precisely…
econ.EM2023
Integration or fragmentation? A closer look at euro area financial markets
Martin Feldkircher, Karin Klieber
This paper examines the degree of integration at euro area financial markets. To that end, we estimate overall and country-specific integration indices based on a panel vector-auto…
econ.EM2023
Non-linear dimension reduction in factor-augmented vector autoregressions
Karin Klieber
This paper introduces non-linear dimension reduction in factor-augmented vector autoregressions to analyze the effects of different economic shocks. I argue that controlling for no…