| 来源类型 | Discussion paper |
| 规范类型 | 论文 |
| 来源ID | DP15914 |
| DP15914 International Co-movements of Inflation, 1851-1913 | |
| Stefan Gerlach; Rebecca Stuart | |
| 发表日期 | 2021-03-14 |
| 出版年 | 2021 |
| 语种 | 英语 |
| 摘要 | We study co-movements of inflation in a group of 15 countries before and during the classical Gold Standard by fitting a generalisation of the Ciccarelli-Mojon (2010) model on annual data spanning 1851-1913. We find that international inflation functions as an “attractor” for domestic inflation rates. The cross-sectional dispersion of inflation declined gradually over the sample and Bai-Perron tests for structural breaks at unknown points in time suggest that there are breaks in six of reduced-form inflation equations. However, sub-sample estimates indicate that the overall finding that international inflation is an important influence on domestic inflation. |
| 主题 | Economic History ; Monetary Economics and Fluctuations |
| 关键词 | International inflation Gold standard Principal components Factor analysis |
| URL | https://cepr.org/publications/dp15914 |
| 来源智库 | Centre for Economic Policy Research (United Kingdom) |
| 资源类型 | 智库出版物 |
| 条目标识符 | http://119.78.100.153/handle/2XGU8XDN/544906 |
| 推荐引用方式 GB/T 7714 | Stefan Gerlach,Rebecca Stuart. DP15914 International Co-movements of Inflation, 1851-1913. 2021. |
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