供应链
供应冲击
经济
波动性(金融)
索引(排版)
背景(考古学)
膨胀(宇宙学)
生产(经济)
价值(数学)
计量经济学
休克(循环)
货币经济学
微观经济学
货币政策
业务
计算机科学
古生物学
营销
理论物理学
万维网
内科学
物理
机器学习
生物
医学
作者
Jae-Yoon Kim,Sangho Shin
标识
DOI:10.1080/13504851.2023.2289383
摘要
We estimate a time-varying parameter VAR with stochastic volatility (TVP-VAR-SV) model using the global supply chain pressure index (GSCPI) to study the variation of the supply chain impact on US inflation over time. We find the increasing impact of the global supply chain shock on inflation, which has become more persistent during the COVID-19 pandemic. The findings suggest that supply chains have become a more influential in understanding economic variables, especially inflation.
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