How does inflation propagate among CPI components? Evidence from the euro area

Ver registo simples
dc.contributor.authorTrancoso, Tiago
dc.contributor.authorGomes, Sofia
dc.date.accessioned2024-05-28T09:09:08Z
dc.date.available2024-05-28T09:09:08Z
dc.date.issued2024-05-22
dc.description.abstractThis study employs a time-varying parameter vector autoregressive (TVP-VAR) model to investigate inflation propagation and spillovers among twelve major Consumer Price Index (CPI) components across eleven euro area countries from 1999 to 2023. We uncover empirical regularities in the transmission channels of inflation, noting Transport and Clothing and Footwear as primary shock transmitters, whereas Communication, Alcohol and Tobacco consistently absorb shocks. These insights, consistent across various contexts and countries, contribute to understanding inflation persistence and households’ inflation experiences in the Euro area.
dc.identifier.citationTrancoso, T., & Gomes, S. (2024). How does inflation propagate among CPI components? Evidence from the euro area. Economics and Business Letters, 13(2), 58–67. https://doi.org/10.17811/ebl.13.2.2024.58-67. Repositório Institucional UPT. https://hdl.handle.net/11328/5651
dc.identifier.issn2254-4380
dc.identifier.urihttps://hdl.handle.net/11328/5651
dc.language.isoeng
dc.publisherUniversidad Oviedo
dc.relation.hasversionhttps://doi.org/10.17811/ebl.13.2.2024.58-67
dc.rightsopen access
dc.rights.urihttp://creativecommons.org/licenses/by/4.0/
dc.subjectInflation
dc.subjectCPI components
dc.subjectInterconnectedness
dc.subjectSpillovers
dc.subjectTVP-VAR
dc.subjectEuro area
dc.subject.fosCiências Sociais - Economia e Gestão
dc.subject.ods08 - decent work and economic growth
dc.titleHow does inflation propagate among CPI components? Evidence from the euro area
dc.typejournal article
dspace.entity.typePublication
oaire.citation.endPage67
oaire.citation.issue2
oaire.citation.startPage58
oaire.citation.titleEconomics and Business Letters
oaire.citation.volume13
oaire.versionhttp://purl.org/coar/version/c_be7fb7dd8ff6fe43
person.affiliation.nameREMIT - Research on Economics, Management and Information Technologies
person.familyNameGomes
person.givenNameSofia
person.identifier.ciencia-idB415-29D7-EC1A
person.identifier.orcid0000-0002-0326-0655
person.identifier.ridAAX-9149- 2021
person.identifier.scopus-author-id36983012600
relation.isAuthorOfPublication05ebcd91-a47c-4480-bf6a-7865f2014dc2
relation.isAuthorOfPublication.latestForDiscovery05ebcd91-a47c-4480-bf6a-7865f2014dc2

Ficheiros

Principais
A mostrar 1 - 1 de 1
Miniatura
Nome:
Economic and Business Letters.pdf
Tamanho:
3.67 MB
Formato:
Adobe Portable Document Format
Ver/Abrir

Coleções

REMIT - Artigos em Revistas Internacionais / Papers in International Journals