Prices and output co-movements : an empirical investigation for the CEECs.

This article studies the features of co-movements of prices and production between six CEECs recently joined the EU and the euro zone. More precisely, based partially on the methodology suggested by Alesina, Barro and Tenreyro [2002], we evaluate the size and the persistence of prices and outputs shocks between each CEECs and euro zone. Results will contribute to the debate around the participation of the new members to the EMU.

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Year of publication:	2008-10
Authors:	Matei, Iuliana
Institutions:	Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne)
Subject:	European monetary integration \| co-movements \| AR models \| CEECs

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Extent:	application/pdf
Series:	Documents de travail du Centre d'Economie de la Sorbonne. - ISSN 1955-611X.
Type of publication:	Book / Working Paper
Language:	English
Notes:	22 pages
Classification:	C22 - Time-Series Models ; E30 - Prices, Business Fluctuations, and Cycles. General ; F33 - International Monetary Arrangements and Institutions ; F42 - International Policy Coordination and Transmission ; F47 - Forecasting and Simulation
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005510598