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

Iuliana Matei

Documents de travail du Centre d'Economie de la Sorbonne from Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne

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

Keywords: European monetary integration; co-movements; AR models; CEECs (search for similar items in EconPapers)
JEL-codes: C22 E30 F33 F42 F47 (search for similar items in EconPapers)
Pages: 22 pages
Date: 2008-10
New Economics Papers: this item is included in nep-cba, nep-eec, nep-mac, nep-mon and nep-opm
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ftp://mse.univ-paris1.fr/pub/mse/CES2008/Bla08061.pdf (application/pdf)

Related works:
Working Paper: Prices and output co-movements: an empirical investigation for the CEECs (2008)
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Persistent link: https://EconPapers.repec.org/RePEc:mse:cesdoc:bla08061

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