Local Inflation Reconsidering the International Comovement of Inflation

Local Inflation Reconsidering the International Comovement of Inflation

In this paper we reconsider the degree of international comovement of inflation rates. We use a dynamic hierarchical factor model that is able to decompose Consumer Price Index (CPI) inflation in a panel of countries into (i) a factor common to all inflation series and all countries, (ii) a fact...

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Publicat a:MAGKS - Joint Discussion Paper Series in Economics (Band 03-2013)
Autors principals: Foerster, Marcel, Tillmann, Peter
Format: Article
Idioma:anglès
Publicat: Philipps-Universität Marburg 2013
Matèries:
Globalization, Dynamic Hierarchical Factor Model
Monetary Policy
Wirtschaft
Inflation
Energy Prices
Economics
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