Frequency based co-movement of inflation in selected euro area countries
This paper investigates the extent to which inflation rates in selected euro area countries are synchronised. The synchronisation of inflation is analysed using the multiple-correlation and multiple cross correlation at different frequencies using the methodology of wavelets. This new measure of coh...
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Format: | Online |
Sprache: | eng |
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Paris
OECD Publishing
2016
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Online Zugang: | Volltext |
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