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Time-varying inflation persistence in the Euro area
Division of Monetary Affairs, Board of Governors of the Federal Reserve System, Washington DC, USA.
National Institute of Economic Research, Stockholm, Sweden.ORCID iD: 0000-0002-4840-7649
2009 (English)In: Economic Modelling, ISSN 0264-9993, E-ISSN 1873-6122, Vol. 26, no 2, 532-535 p.Article in journal (Refereed) Published
Abstract [en]

This paper investigates how inflation persistence in the Euro area has evolved between 1991 and 2006. Employing an ARMA(1,11) model with time-varying autoregressive parameter, we find that inflation persistence has fallen markedly since the third stage of the EMU began in January 1999 and inflation no longer exhibits unit-root behaviour.

Place, publisher, year, edition, pages
Elsevier, 2009. Vol. 26, no 2, 532-535 p.
Keyword [en]
monetary policy, Central bank preferences
National Category
Economics
Research subject
Economics
Identifiers
URN: urn:nbn:se:oru:diva-61067DOI: 10.1016/j.econmod.2008.11.001ISI: 000263424400030Scopus ID: 2-s2.0-58249106733OAI: oai:DiVA.org:oru-61067DiVA: diva2:1141778
Available from: 2017-09-15 Created: 2017-09-15 Last updated: 2017-09-22Bibliographically approved

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CiteExportLink to record
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