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https://hdl.handle.net/10419/50651
Kompletter Metadatensatz
DublinCore-Feld | Wert | Sprache |
---|---|---|
dc.contributor.author | Mumtaz, Haroon | en |
dc.contributor.author | Simonelli, Saverio | en |
dc.contributor.author | Surico, Paolo | en |
dc.date.accessioned | 2011-10-24T07:51:12Z | - |
dc.date.available | 2011-10-24T07:51:12Z | - |
dc.date.issued | 2009 | - |
dc.identifier.uri | http://hdl.handle.net/10419/50651 | - |
dc.description.abstract | Using a dynamic factor model, we uncover four main empirical regularities on international comovements in a long-run panel of real and nominal variables. First, the contribution of world comovements to domestic output growth has decreased over the post-WWII period. The contribution of regional comovements, however, has increased significantly. Second, the share of inflation variation due to a global factor has become larger since 1985. Third, over most of the post-WWII period, international comovements within regions have accounted for the bulk of fluctuations in business cycle and inflation. Fourth, prices have become significantly less countercyclical during the post-1984 sample, with the largest contribution due to external developments. | en |
dc.language.iso | eng | en |
dc.publisher | |aBank of England, External Monetary Policy Committee Unit |cLondon | en |
dc.relation.ispartofseries | |aExternal MPC Unit Discussion Paper |x28 | en |
dc.subject.jel | E30 | en |
dc.subject.jel | F40 | en |
dc.subject.jel | N10 | en |
dc.subject.ddc | 330 | en |
dc.subject.keyword | output growth | en |
dc.subject.keyword | inflation | en |
dc.subject.keyword | geographic identification | en |
dc.subject.keyword | dynamic factor model | en |
dc.subject.stw | Konjunkturzusammenhang | en |
dc.subject.stw | Wirtschaftswachstum | en |
dc.subject.stw | Inflationsrate | en |
dc.subject.stw | Wirtschaftsgeschichte | en |
dc.subject.stw | Welt | en |
dc.title | International comovements, business cycle and inflation: A historical perspective | - |
dc.type | Working Paper | en |
dc.identifier.ppn | 609932292 | en |
dc.rights | http://www.econstor.eu/dspace/Nutzungsbedingungen | en |
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