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Gold Prices and Inflation. (2007). Tkacz, Greg.
In: Staff Working Papers.
RePEc:bca:bocawp:07-35.

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Cited: 21

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Cites: 24

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  1. How to Hedge against Inflation Risk in Vietnam. (2023). Thanh, Nguyen Thi.
    In: Economies.
    RePEc:gam:jecomi:v:11:y:2023:i:3:p:94-:d:1097121.

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  2. Analysis of the Frequency-Based Relationship between Inflation Expectations and Gold Returns in Turkey. (2022). Tiwari, Aviral Kumar ; Gok, Remzi.
    In: Istanbul Business Research.
    RePEc:ist:ibsibr:v:51:y:2022:i:2:p:535-561.

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  3. Is gold a useful hedge against inflation across multiple time horizons?. (2021). Xu, Yingying ; Ortiz, Jaime ; Su, Chi-Wei.
    In: Empirical Economics.
    RePEc:spr:empeco:v:60:y:2021:i:3:d:10.1007_s00181-019-01807-0.

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  5. Gold prices fluctuation of co-movement forecast between China and Russia. (2019). Chen, Guang ; Kong, Rui ; Zhong, Wanxing.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:62:y:2019:i:c:p:218-230.

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  6. Is gold a hedge against inflation? A wavelet time-scale perspective. (2018). Uddin, Gazi ; lucey, brian ; Conlon, Thomas.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:51:y:2018:i:2:d:10.1007_s11156-017-0672-7.

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  7. The impact of monetary policy on gold price dynamics. (2018). Fan, Jingwen ; Tucker, Jon ; Zhu, Yanhui.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:44:y:2018:i:c:p:319-331.

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  8. Gold and inflation(s) – A time-varying relationship. (2017). Lucey, Brian M ; Vigne, Samuel A ; Sharma, Susan Sunila.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:67:y:2017:i:c:p:88-101.

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  9. Is gold an inflation-hedge? Evidence from an interrupted Markov-switching cointegration model. (2016). GUPTA, RANGAN ; Chang, Tsangyao ; Aye, Goodness C.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:48:y:2016:i:c:p:77-84.

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  10. Can consumer price index predict gold price returns?. (2016). Sharma, Susan.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:55:y:2016:i:c:p:269-278.

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  11. Are Gold and Silver a Hedge against Inflation? A Two Century Perspective. (2015). Panagiotidis, Theodore ; Bampinas, Georgios.
    In: Working Paper series.
    RePEc:rim:rimwps:15-02.

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  12. Evaluation of Gold Investment as an Inflationary Hedge in Case of Pakistan. (2015). Javid, Attiya ; Zafar, Sadaf .
    In: PIDE-Working Papers.
    RePEc:pid:wpaper:2015:118.

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  13. Are gold and silver a hedge against inflation? A two century perspective. (2015). Panagiotidis, Theodore ; Bampinas, Georgios.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:41:y:2015:i:c:p:267-276.

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  14. Who upholds the surging gold price? The role of the central bank worldwide. (2014). You, Cheng-Huan ; Chen, Ku-Hsieh ; Lee, Joe-Ming .
    In: Applied Economics.
    RePEc:taf:applec:v:46:y:2014:i:22:p:2557-2575.

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  15. Is Gold Investment A Hedge against Inflation in Pakistan? A Cointegtaion and Causality Analysis in the Presence of Structural Breaks. (2013). Shahbaz, Muhammad ; Ali, Imran ; Tahir, Mohammad Iqbal .
    In: MPRA Paper.
    RePEc:pra:mprapa:47924.

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  16. An Analysis of the Relationship between Inflation and Gold Prices: Evidence from Pakistan. (2013). Batool, Sadia ; Tufail, Saira .
    In: Lahore Journal of Economics.
    RePEc:lje:journl:v:18:y:2013:i:2:p:1-35.

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  17. Inflationary Implication of Gold Price in Vietnam*. (2013). Siregar, Reza ; Thi Kim Cuc Nguyen, .
    In: CAMA Working Papers.
    RePEc:een:camaaa:2013-20.

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  18. Gold as an inflation hedge in a time-varying coefficient framework. (2013). Czudaj, Robert ; Beckmann, Joscha.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:24:y:2013:i:c:p:208-222.

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  19. Gold prices, cost of carry, and expected inflation. (2010). Blose, Laurence E..
    In: Journal of Economics and Business.
    RePEc:eee:jebusi:v:62:y:2010:i:1:p:35-47.

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  20. Improving the accuracy of the analytical indirect inference estimator for MA models.. (2009). Richard, Patrick.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-09-00368.

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  21. Are Commodity Prices Useful Leading Indicators of Inflation?. (2009). Cheung, Calista.
    In: Discussion Papers.
    RePEc:bca:bocadp:09-5.

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References

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  9. Garner, C. A., (1995) How Useful are Leading Indicators of Inflation? Federal Reserve Bai* of Kansas CityEconomic Review, Second Quarter, 5-18.

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  13. Laurent, R. D. (1994) Is There a Role for Gold in Monetary Policy? Federal Reserve Bank of Chicago Economic Perspectives, MarchlApril, 2-14.

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  23. Tkacz, G. (2004) Inflation Changes, Yield Spreads and Threshold Effects. International Review of Economics and Finance 13, 187-199.

  24. Zinde-Walsh, V. and J. W. Galbraith (1991) Estimation of a Linear Regression Model with Stationary ARMA(p,q) Errors. Journal of Econometrics 47, 333-357.

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