메뉴 건너뛰기




Volumn 27, Issue 1, 2000, Pages 83-107

Causes of inflation in Europe, the United States and Japan: Some lessons for maintaining price stability in the EMU from a structural VAR approach

Author keywords

Inflation; Monetary policy; Vector autoregression

Indexed keywords

EUROPEAN MONETARY UNION; INFLATION; MONETARY POLICY; PRICE DYNAMICS;

EID: 0033917386     PISSN: 03408744     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1007017032363     Document Type: Article
Times cited : (9)

References (29)
  • 1
    • 0000501656 scopus 로고
    • Information theory and an extension of the maximum likelihood principle
    • B. Petrov and F. Csake (eds.), Akademiai Kiado, Budapest
    • Akaike, H. (1973) 'Information Theory and an Extension of the Maximum Likelihood Principle', in B. Petrov and F. Csake (eds.), Second International Symposium on Information Theory, Akademiai Kiado, Budapest.
    • (1973) Second International Symposium on Information Theory
    • Akaike, H.1
  • 3
    • 85016078433 scopus 로고
    • The dynamic effects of aggregate demand and supply disturbances
    • Blanchard, O.J. and Quah, D. (1989) 'The Dynamic Effects of Aggregate Demand and Supply Disturbances', American Economic Review 79(4), 655-673.
    • (1989) American Economic Review , vol.79 , Issue.4 , pp. 655-673
    • Blanchard, O.J.1    Quah, D.2
  • 6
    • 43949155590 scopus 로고
    • Sources of real exchange-rate fluctuations: How important are nominal shocks?
    • Clarida, R. and Gali, J. (1994) 'Sources of Real Exchange-Rate Fluctuations: How Important are Nominal Shocks?', Carnegie-Rochester Conference Series on Public Policy 41; 1-56.
    • (1994) Carnegie-Rochester Conference Series on Public Policy , vol.41 , pp. 1-56
    • Clarida, R.1    Gali, J.2
  • 8
    • 85036258669 scopus 로고
    • Distribution of the estimators for autoregressive time series with a unit root
    • Dickey, D.A. and Fuller, W.A. (1979) 'Distribution of the Estimators for Autoregressive Time Series With a Unit Root', Journal of the American Statistical Association 74, 427-431.
    • (1979) Journal of the American Statistical Association , vol.74 , pp. 427-431
    • Dickey, D.A.1    Fuller, W.A.2
  • 9
    • 0000472488 scopus 로고
    • Likelihood ratio statistics for autoregressive time series with a unit root
    • Dickey, D.A. and Fuller, W.A. (1981) 'Likelihood Ratio Statistics for Autoregressive Time Series With a Unit Root', Econometrica 49, 1057-1072.
    • (1981) Econometrica , vol.49 , pp. 1057-1072
    • Dickey, D.A.1    Fuller, W.A.2
  • 11
    • 0031445849 scopus 로고    scopus 로고
    • The causes of Spanish unemployment: A structural VAR approach
    • Dolado, J.J. and Jimeno, J.F. (1997) 'The Causes of Spanish Unemployment: A Structural VAR Approach', European Economic Review 41, 1281-1307.
    • (1997) European Economic Review , vol.41 , pp. 1281-1307
    • Dolado, J.J.1    Jimeno, J.F.2
  • 13
    • 84940643524 scopus 로고
    • How well does the IS-LM model fit postwar U.S. data?
    • Galí, J. (1992) 'How Well Does the IS-LM Model Fit Postwar U.S. Data?', Quarterly Journal of Economics 107, 709-738.
    • (1992) Quarterly Journal of Economics , vol.107 , pp. 709-738
    • Galí, J.1
  • 14
    • 0343804337 scopus 로고    scopus 로고
    • Core inflation in selected European union countries
    • Oesterreichische Nationalbank, Vienna
    • Gartner, C. and Wehinger, G.D. (1998) Core Inflation in Selected European Union Countries, OeNB Working Paper 33. Oesterreichische Nationalbank, Vienna.
    • (1998) OeNB Working Paper , vol.33
    • Gartner, C.1    Wehinger, G.D.2
  • 15
    • 0003410290 scopus 로고
    • Princeton University Press, Princeton, NJ
    • Hamilton, J.D. (1994) Time Series Analysis, Princeton University Press, Princeton, NJ.
    • (1994) Time Series Analysis
    • Hamilton, J.D.1
  • 16
    • 0000263475 scopus 로고
    • The determination of the order of an autoregression
    • Hannan and Quinn (1979) 'The Determination of the Order of an Autoregression', Journal of the Royal Statistical Society B41, 190-195.
    • (1979) Journal of the Royal Statistical Society , vol.B41 , pp. 190-195
    • Hannan1    Quinn2
  • 18
    • 0000158117 scopus 로고
    • Estimation and hypothesis testing of cointegration vectors in Gaussian vector autoregressive models
    • Johansen, S. (1991) 'Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models', Econometrica 59, 1551-1580.
    • (1991) Econometrica , vol.59 , pp. 1551-1580
    • Johansen, S.1
  • 23
    • 27644580196 scopus 로고
    • Trends and random walks in macroeconomic time series, further evidence from a new approach
    • Perron, P. (1988) 'Trends and Random Walks in Macroeconomic Time Series, Further Evidence from a New Approach', Journal of Economic Dynamics and Control 12, 297-332.
    • (1988) Journal of Economic Dynamics and Control , vol.12 , pp. 297-332
    • Perron, P.1
  • 24
    • 77956888124 scopus 로고
    • Testing for a unit root in time series regression
    • Phillips, P.C.B. and Perron, P. (1988) 'Testing for a Unit Root in Time Series Regression', Biometrika 75, 335-346.
    • (1988) Biometrika , vol.75 , pp. 335-346
    • Phillips, P.C.B.1    Perron, P.2
  • 26
    • 0000120766 scopus 로고
    • Estimating the dimension of a model
    • Schwarz, G. (1978) 'Estimating the Dimension of a Model', Annals of Statistics 6, 461-464.
    • (1978) Annals of Statistics , vol.6 , pp. 461-464
    • Schwarz, G.1
  • 27
    • 0000997472 scopus 로고
    • Macroeconomics and reality
    • Sims, C.A. (1980) 'Macroeconomics and Reality', Econometrica 48, 1-48.
    • (1980) Econometrica , vol.48 , pp. 1-48
    • Sims, C.A.1
  • 29
    • 0343804333 scopus 로고    scopus 로고
    • Sources of currency crises: An empirical analysis
    • Oesterreichische Nationalbank, Vienna
    • Weber, A.A. (1997) Sources of Currency Crises: An Empirical Analysis, OeNB Working Paper 25, Oesterreichische Nationalbank, Vienna.
    • (1997) OeNB Working Paper , vol.25
    • Weber, A.A.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.