Analysing and forecasting price dynamics across euro area countries and sectors: a panel VAR approach

Stephane Dees and Jochen Güntner

No 1724, Working Paper Series from European Central Bank

Abstract: This paper uses a panel VAR (PVAR) approach to estimating, analysing, and forecasting price dynamics in four different sectors JEL Classification: C33, C53, E31, E37

Keywords: cost pressures; forecasting; impulse response analysis; panel VAR models (search for similar items in EconPapers)
Date: 2014-08
New Economics Papers: this item is included in nep-eec, nep-for and nep-mac
Note: 437240
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (11)

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Related works:
Working Paper: Analysing and forecasting price dynamics across euro area countries and sectors: A panel VAR approach (2014)
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Persistent link: https://EconPapers.repec.org/RePEc:ecb:ecbwps:20141724

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