Details about Fabio Rumler

Access statistics for papers by Fabio Rumler.

Last updated 2021-01-24. Update your information in the RePEc Author Service.

Short-id: pru108

Working Papers

2018

1. NKPC-Based Inflation Forecasts with a Time-Varying Trend
   Serie documentos de trabajo del Centro de Estudios Económicos, El Colegio de México, Centro de Estudios Económicos

2017

2. The Effectiveness of Unconventional Monetary Policy Announcements in the Euro Area: An Event and Econometric Study
   Working Papers, Oesterreichische Nationalbank (Austrian Central Bank) View citations (4)
   See also Journal Article in Journal of International Money and Finance (2019)

2016

3. The Effectiveness of Unconventional Monetary Policy in the Euro Area: An Event and Econometric Study
   Working Paper series, Rimini Centre for Economic Analysis

2014

4. The Predictive Performance of Fundamental Inflation Concepts: An Application to the Euro Area and the United States
   Economics Discussion Papers, Department of Economics, Reading University
5. Within- and cross-country price dispersion in the euro area
   Working Paper Series, European Central Bank View citations (5)

2012

6. Have Changes in the Financial Structure Affected Bank Profitability? Evidence for Austria
   Working Papers, Oesterreichische Nationalbank (Austrian Central Bank) View citations (2)
   See also Journal Article in The European Journal of Finance (2016)

2010

7. Inflation Dynamics in the New EU Member States: How Relevant Are External Factors?
   Economics Discussion Papers, Department of Economics, Reading University View citations (9)
   Also in Economics working papers, Department of Economics, Johannes Kepler University Linz, Austria (2009) View citations (1)
   See also Journal Article in Review of International Economics (2011)
8. Semi-Structural Models for Inflation Forecasting
   Staff Working Papers, Bank of Canada View citations (1)

2009

9. Labor market institutions and macroeconomic volatility in a panel of OECD countries
   Working Paper Series, European Central Bank View citations (8)
   Also in EcoMod2008, EcoMod (2008)
   See also Journal Article in Scottish Journal of Political Economy (2011)
10. Price rigidity in the euro area - An assessment
    European Economy - Economic Papers 2008 - 2015, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission View citations (13)

2008

11. Comparing the New Keynesian Phillips Curve with Time Series Models to Forecast Inflation
    Working Papers, Oesterreichische Nationalbank (Austrian Central Bank) View citations (1)
    Also in EcoMod2007, EcoMod (2007)
    See also Journal Article in The North American Journal of Economics and Finance (2010)
12. The Small Open-Economy New Keynesian Phillips Curve: Empirical Evidence and Implied Inflation Dynamics
    Economics working papers, Department of Economics, Johannes Kepler University Linz, Austria View citations (2)
    Also in Economics Discussion Papers, Department of Economics, Reading University (2008) View citations (17)
    See also Journal Article in Open Economies Review (2011)

2006

13. Patterns and Determinants of Price Changes: Analysing Individual Consumer Prices in Austria
    WIFO Working Papers, WIFO View citations (2)
    See also Journal Article in German Economic Review (2011)
14. Regular Adjustment - Theory and Evidenc
    Working Papers, Wilfrid Laurier University, Department of Economics View citations (3)
    Also in Working Paper Series, European Central Bank (2006) View citations (9)
    Kiel Working Papers, Kiel Institute for the World Economy (IfW) (2006) View citations (8)

2005

15. Estimates of the Open Economy New Keynesian Phillips Curve for Euro Area Countries
    Working Papers, Oesterreichische Nationalbank (Austrian Central Bank) View citations (18)
    Also in Working Paper Series, European Central Bank (2005) View citations (19)
    See also Journal Article in Open Economies Review (2007)
16. How Frequently Do Consumer Prices Change in Austria? Evidence from Micro CPI Data
    Working Papers, Oesterreichische Nationalbank (Austrian Central Bank) View citations (74)
    Also in Working Paper Series, European Central Bank (2005) View citations (64)
17. Price Setting in the Euro Area: Some Stylized Facts from Individual Consumer Price Data
    Working papers, Banque de France View citations (52)
    Also in Working Paper Series, European Central Bank (2005) View citations (8)
    Working Papers, Banco de Portugal, Economics and Research Department (2005) View citations (69)
    Working Papers, Banco de España (2005) View citations (94)
    Working Paper Research, National Bank of Belgium (2005) View citations (60)

2004

18. Forecasting Austrian Inflation
    Working Papers, Oesterreichische Nationalbank (Austrian Central Bank) View citations (7)
    See also Journal Article in Economic Modelling (2007)

1999

19. Computable General Equilibrium Modeling, Numerical Simulations in a 2-Country Monetary General Equilibrium Model
    Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics View citations (27)
    Also in Department of Economics Working Paper Series, WU Vienna University of Economics and Business (1999) View citations (21)
20. International Policy Transmissions Before and After Establishing a Monetary Union
    Economics Series, Institute for Advanced Studies View citations (1)

Journal Articles

2020

1. Inflation forecasting using the New Keynesian Phillips Curve with a time-varying trend
   Economic Modelling, 2020, 87, (C), 383-393 View citations (1)
2. Inflation literacy and inflation expectations: Evidence from Austrian household survey data
   Economic Modelling, 2020, 87, (C), 8-23 View citations (1)
3. Langfristige Determinanten der österreichischen Inflation – die Rolle des EU-Beitritts
   Monetary Policy & the Economy, 2020, (Q1-Q2/20), 169-179

2019

4. Challenges for measuring inflation in a digital world from a monetary policy perspective
   Monetary Policy & the Economy, 2019, (Q3/19), 42-53
5. Inflation in Austria since the introduction of the euro
   Monetary Policy & the Economy, 2019, (Q1-Q2/19), 24-40
6. The effectiveness of unconventional monetary policy announcements in the euro area: An event and econometric study
   Journal of International Money and Finance, 2019, 94, (C), 48-61 View citations (5)
   See also Working Paper (2017)

2018

7. Austria's economy set to grow by close to 3% in 2018
   Monetary Policy & the Economy, 2018, (Q3/18), 12-22

2016

8. Austrian economy fueled by growth stimuli, yet fraught with external risks
   Monetary Policy & the Economy, 2016, (1), 6–13
9. Have changes in the financial structure affected bank profitability? Evidence for Austria
   The European Journal of Finance, 2016, 22, (10), 803-824 View citations (2)
   See also Working Paper (2012)

2015

10. Austria: Economic Growth in 2014 at 0.4%
    Monetary Policy & the Economy, 2015, (1), 6-10
11. Determinants of Inflation Perceptions and Expectations: an Empirical Analysis for Austria
    Monetary Policy & the Economy, 2015, (1), 11-26 View citations (5)
12. Semi‐Structural Forecasting of UK Inflation Based on the Hybrid New Keynesian Phillips Curve
    Journal of Forecasting, 2015, 34, (2), 145-162 View citations (1)

2014

13. A micro-based non-inflationary rate of capacity utilisation as a measure of inflationary pressure: evidence for Austria
    Empirica, 2014, 41, (1), 23-36 View citations (1)
14. Forecasting Canadian inflation: A semi-structural NKPC approach
    Economic Modelling, 2014, 43, (C), 183-191 View citations (9)

2012

15. The Pass-Through of Commodity Prices to Consumer Prices of Selected Products
    Monetary Policy & the Economy, 2012, (1), 92–104

2011

16. Inflation Dynamics in the New EU Member States: How Relevant Are External Factors?
    Review of International Economics, 2011, 19, (1), 65-76 View citations (10)
    See also Working Paper (2010)
17. LABOR MARKET INSTITUTIONS AND MACROECONOMIC VOLATILITY IN A PANEL OF OECD COUNTRIES
    Scottish Journal of Political Economy, 2011, 58, (3), 396-413 View citations (16)
    See also Working Paper (2009)
18. Patterns and Determinants of Price Changes: Analysing Individual Consumer Prices in Austria
    German Economic Review, 2011, 12, (3), 336-350
    Also in German Economic Review, 2011, 12, (3), 336-350 (2011)
    See also Working Paper (2006)
19. The Small Open-Economy New Keynesian Phillips Curve: Empirical Evidence and Implied Inflation Dynamics
    Open Economies Review, 2011, 22, (2), 317-337 View citations (45)
    See also Working Paper (2008)

2010

20. Comparing the New Keynesian Phillips Curve with time series models to forecast inflation
    The North American Journal of Economics and Finance, 2010, 21, (2), 126-144 View citations (17)
    See also Working Paper (2008)
21. Discount Pricing in Austria: Insights into Retail Business Practices and HICP Coverage
    Monetary Policy & the Economy, 2010, (3), 59–89
22. The Impact of Economic Factors on Bank Profits
    Monetary Policy & the Economy, 2010, (4), 49–67 View citations (5)

2008

23. Current Inflation Developments in Austria
    Monetary Policy & the Economy, 2008, (1), 20–47 View citations (5)
24. Do Aggregate Demand Factors Influence Current Inflation Developments?
    Monetary Policy & the Economy, 2008, (2), 10–82 View citations (2)

2007

25. Estimates of the Open Economy New Keynesian Phillips Curve for Euro Area Countries
    Open Economies Review, 2007, 18, (4), 427-451 View citations (72)
    See also Working Paper (2005)
26. Forecasting Austrian inflation
    Economic Modelling, 2007, 24, (3), 470-480 View citations (11)
    See also Working Paper (2004)
27. Price Setting in Austria before and after the Euro Cash Changeover: Has Anything Changed in the Last Five Years?
    Monetary Policy & the Economy, 2007, (1), 85–99 View citations (2)

2006

28. Price Changes in the Euro Area and the United States: Some Facts from Individual Consumer Price Data
    Journal of Economic Perspectives, 2006, 20, (2), 171-192 View citations (293)
29. Price Setting and Inflation Persistence in Austria
    Monetary Policy & the Economy, 2006, (1), 160–164
30. The New Keynesian Phillips Curve for Austria – An Extension for the Open Economy
    Monetary Policy & the Economy, 2006, (4), 55–69

2005

31. Price Developments in Austria after EU Accession and in Monetary Union
    Monetary Policy & the Economy, 2005, (2), 69–89 View citations (1)
32. Price Setting in Austria — Results from the Eurosystem Inflation Persistence Network
    Monetary Policy & the Economy, 2005, (4)