Money, interest and prices in Ireland, 1933-2012

Stefan Gerlach () and Rebecca Stuart
Additional contact information
Rebecca Stuart: Central Bank of Ireland

No 07/RT/14, Research Technical Papers from Central Bank of Ireland

Abstract: In this paper we assemble an annual data set on broad and narrow money, prices, real economic activity and interest rates in Ireland from a variety of sources for the period 1933-2012. We discuss in detail how the data set is constructed and what assumptions we have made in doing so. Furthermore, we perform a VAR analysis to provide some simple empirical evidence on the behaviour of these time series. The results suggest that aggregate supply and inflation shocks play a dominant role in Irish business cycles.

Keywords: Ireland; historical statistics; long time series; business cycles; VAR. (search for similar items in EconPapers)
JEL-codes: E3 E4 N14 (search for similar items in EconPapers)
Date: 2014-03
New Economics Papers: this item is included in nep-cba, nep-his and nep-mac
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
https://centralbank.ie/docs/default-source/publica ... -07rt14.pdf?sfvrsn=8 (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:cbi:wpaper:07/rt/14

Access Statistics for this paper

More papers in Research Technical Papers from Central Bank of Ireland Contact information at EDIRC.
Bibliographic data for series maintained by Fiona Farrelly ().