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| Author: | Canova, F. Gambetti, L. Pappa, E. |
| Title: | The structural dynamics of output growth and inflation: some international evidence |
| Journal: | Economic Journal
2007 : MAR, VOL. 117:519, p. C167-C191 |
| Index terms: | growth inflation output value-at-risk |
| Language: | eng |
| Abstract: | This paper examines the dynamics of output growth and inflation in the US, Euro area and UK by using a structural time varying coefficient VAR. Important similarities are found in structural inflation dynamics across countries; output growth dynamics differ. Swings in the magnitude of inflation and output growth volatilities and persistences are accounted for by a combination of three structural shocks. |
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