Causality between Prices and Wages: VECM Analysis for EU-27
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References listed on IDEAS
- Ms. Manuela Goretti, 2008. "Wage-Price Setting in New EU Member States," IMF Working Papers 2008/243, International Monetary Fund.
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- Jarle Aarstad & Olav A. Kvitastein, 2024. "Unpacking how wages cause changes in consumer prices by analyzing monthly data with long lags," Economics Bulletin, AccessEcon, vol. 44(3), pages 1018-1023.
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More about this item
Keywords
Causality; Co-integration; Granger; Determinants of Inflation; VECM;All these keywords.
JEL classification:
- C39 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Other
- E31 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Price Level; Inflation; Deflation
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