Forecasting inflation in the european monetary union: a disaggregated approach by countries and by sectors

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dc.contributor.author Espasa, Antoni
dc.contributor.author Senra, Eva
dc.contributor.author Albacete, Rebeca
dc.contributor.editor Universidad Carlos III de Madrid. Departamento de Estadística
dc.date.accessioned 2006-11-09T10:34:22Z
dc.date.available 2006-11-09T10:34:22Z
dc.date.issued 2001-06
dc.identifier.uri http://hdl.handle.net/10016/169
dc.description.abstract Inflation in the European Monetary Union is measured by the Harmonised Indices of Consumer Prices (HICP) and it can be analysed by breaking down the aggregate index in two different ways. One refers to the breakdown into price indexes corresponding to big groups of markets throughout the European countries and another considers the HICP by countries. Both disaggregations are of interest because in each one, the component prices are not fully cointegrated, having more than one common factor in their trends. The paper shows that the breakdown by group of markets improves the European inflation forecasts and constitutes a framework in which general and specific indicators can be introduced for further improvements
dc.format.extent 140628 bytes
dc.format.mimetype application/pdf
dc.language.iso eng
dc.language.iso eng
dc.relation.ispartofseries UC3M Working Papers. Statistics and Econometrics
dc.relation.ispartofseries 2001-23
dc.title Forecasting inflation in the european monetary union: a disaggregated approach by countries and by sectors
dc.type workingPaper
dc.subject.eciencia Estadística
dc.rights.accessRights openAccess
dc.identifier.repec ws013723
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