Use Of The Almon Model To Determine The Delay In The Propagation Shocks - Generated By Changes In Some Inflation Components – In The Consumer Price Index
AbstractThe paper analyzes the dependencies between the variation in the indices of the exchange rate, electric, thermal power, gas and total energy, as well as the international oil price and their influence on the level of inflation. The series of data refer to the period January 1999 – December 2001. The delay in the propagation of the shocks generated by the alteration of each of these factors and of the consumer price index was determined with a distributed-lag model, the Almon approximations.
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Bibliographic InfoArticle provided by Institute for Economic Forecasting in its journal Journal for Economic Forecasting.
Volume (Year): (2003)
Issue (Month): 2 (June)
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More information through EDIRC
inflation; distributed-lag model; Almon approximations; shock; consumer price index.;
Find related papers by JEL classification:
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
- P36 - Economic Systems - - Socialist Institutions and Their Transitions - - - Consumer Economics; Health; Education and Training; Welfare, Income, Wealth, and Poverty
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