USE OF THE ALMON MODEL TO DETERMINE THE DELAY IN THE PROPAGATION SHOCKS - GENERATED BY CHANGES IN SOME INFLATION COMPONENTS – IN THE CONSUMER PRICE INDEX

Mariana Nicolae-Balan ()

Journal for Economic Forecasting, 2003, issue 2, 112-121

Abstract: The paper analyzes the dependencies between the variation in the indices of the exchange rate, electric, thermal power, gas and total energy, as well as the international oil price and their influence on the level of inflation. The series of data refer to the period January 1999 – December 2001. The delay in the propagation of the shocks generated by the alteration of each of these factors and of the consumer price index was determined with a distributed-lag model, the Almon approximations.

Keywords: inflation; distributed-lag model; Almon approximations; shock; consumer price index. (search for similar items in EconPapers)
JEL-codes: C13 C51 P36 (search for similar items in EconPapers)
Date: 2003
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Persistent link: https://EconPapers.repec.org/RePEc:rjr:romjef:v::y:2003:i:2:p:112-121

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