Interpreting Euro Area Inflation at High and Low Frequencies
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- Assenmacher-Wesche, Katrin & Gerlach, Stefan, 2008. "Interpreting euro area inflation at high and low frequencies," European Economic Review, Elsevier, vol. 52(6), pages 964-986, August.
- Stefan Gerlach & Katrin Assenmacher-Wesche, 2006. "Interpreting Euro area inflation at high and low frequencies," BIS Working Papers 195, Bank for International Settlements.
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More about this item
Keywords
Spectral regression; Frequency domain; Quantity theory; inflation; Money growth;All these keywords.
JEL classification:
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- E3 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles
- E5 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CBA-2006-04-29 (Central Banking)
- NEP-EEC-2006-04-29 (European Economics)
- NEP-FOR-2006-04-29 (Forecasting)
- NEP-MAC-2006-04-29 (Macroeconomics)
- NEP-MON-2006-04-29 (Monetary Economics)
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