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Cross-country connectedness in inflation and unemployment: measurement and macroeconomic consequences

Binh Thai Pham; Sala, Hector - 2021

inflation and unemployment. We focus on the G7 economies plus Spain, and use monthly data –high-frequency data in a macro …. We find that total connectedness is larger for prices (58.28%) than for unemployment (41.81%). We also identify …

Persistent link: https://www.econbiz.de/10012491801

Cross-Country Connectedness in Inflation and Unemployment : Measurement and Macroeconomic Consequences

Binh Thai Pham; Sala, Hector - 2021

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