Inflation and Output Comovement in the Euro Area : Love at Second Sight? /

This paper discusses comovement between inflation and output in the euro area. The strength of the comovement may not be apparent at first sight, but is clear at business cycle frequencies. Our results suggest that at business cycle frequency, the output and core inflation comovement is high and sta...

Полное описание

Библиографические подробности
Главный автор: Andrle, Michal
Другие авторы: Bruha, Jan, Solmaz, Serhat
Формат: Журнал
Язык:English
Опубликовано: Washington, D.C. : International Monetary Fund, 2013.
Серии:IMF Working Papers; Working Paper ; No. 2013/192
Предметы:
Online-ссылка:Full text available on IMF
Описание
Итог:This paper discusses comovement between inflation and output in the euro area. The strength of the comovement may not be apparent at first sight, but is clear at business cycle frequencies. Our results suggest that at business cycle frequency, the output and core inflation comovement is high and stable, and that inflation lags the cycle in output with roughly half of its variance. The strong relationship of output and inflation hints at the importance of demand shocks for the euro area business cycle.
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Объем:1 online resource (26 pages)
Формат:Mode of access: Internet
ISSN:1018-5941
Доступ:Electronic access restricted to authorized BRAC University faculty, staff and students