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The structural dynamics of output growth and inflation: some international evidence

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dc.contributor.author Canova, Fabio
dc.contributor.author Gambetti, Luca
dc.contributor.author Pappa, Evi
dc.contributor.other Universitat Pompeu Fabra. Departament d'Economia i Empresa
dc.date.accessioned 2017-07-26T12:07:57Z
dc.date.available 2017-07-26T12:07:57Z
dc.date.issued 2006-04-01
dc.identifier https://econ-papers.upf.edu/ca/paper.php?id=971
dc.identifier.citation The Economic Journal
dc.identifier.uri http://hdl.handle.net/10230/846
dc.description.abstract We examine the dynamics of output growth and inflation in the US, Euro area and UK using a structural time varying coefficient VAR. There are important similarities in structural inflation dynamics across countries; output growth dynamics differ. Swings in the magnitude of inflation and output growth volatilities and persistences are accounted for by a combination of three structural shocks. Changes over time in the structure of the economy are limited and permanent variations largely absent. Changes in the volatilities of structural shocks matter.
dc.format.mimetype application/pdf
dc.language.iso eng
dc.relation.ispartofseries Economics and Business Working Papers Series; 971
dc.rights L'accés als continguts d'aquest document queda condicionat a l'acceptació de les condicions d'ús establertes per la següent llicència Creative Commons
dc.rights.uri http://creativecommons.org/licenses/by-nc-nd/3.0/es/
dc.title The structural dynamics of output growth and inflation: some international evidence
dc.title.alternative 117(519), 2007, C167-C191
dc.type info:eu-repo/semantics/workingPaper
dc.date.modified 2017-07-23T02:10:37Z
dc.subject.keyword variability
dc.subject.keyword persistence
dc.subject.keyword transmission
dc.subject.keyword structural time varying vars
dc.subject.keyword Macroeconomics and International Economics
dc.rights.accessRights info:eu-repo/semantics/openAccess


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