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

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  • Iuliana Matei

    (CES - Centre d'économie de la Sorbonne - UP1 - Université Paris 1 Panthéon-Sorbonne - CNRS - Centre National de la Recherche Scientifique)

Abstract

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.

Suggested Citation

  • Iuliana Matei, 2008. "Prices and output co-movements : an empirical investigation for the CEECs," Post-Print halshs-00335025, HAL.
    • Handle: RePEc:hal:journl:halshs-00335025
    Note: View the original document on HAL open archive server: https://shs.hal.science/halshs-00335025
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    References listed on IDEAS

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    More about this item

    Keywords

    CEECs; European monetary integration; co-movements; AR models; CEECs.; Intégration monétaire européenne; co-mouvements; modèles AR; PECO.;
    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
    • E30 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - General (includes Measurement and Data)
    • F33 - International Economics - - International Finance - - - International Monetary Arrangements and Institutions
    • F42 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - International Policy Coordination and Transmission
    • F47 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Forecasting and Simulation: Models and Applications

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