The co-movement between output and prices in the EU15 countries: an empirical investigation

Jesús Vázquez

Applied Economics Letters, 2002, vol. 9, issue 14, 957-966

Abstract: The paper studies the co-movement between output and prices in the EU15 countries. Following Den Haan, the correlations of VAR forecast errors at different horizons are used to analyse the dynamics in the output-price relationship. The empirical results show that ten countries display a significant negative co-movement between output and prices in the 'long run' whereas this is positive in the 'short run' only for three countries. Finally, four countries do not exhibit any significant co-movement.

Date: 2002
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DOI: 10.1080/13504850210146695

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