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The ERM Effect, Conflict and Inflation in the European Union

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Author Info
Nicholas Sarantis, Chris Stewart
Abstract

This paper investigates price inflation expectations and wage determination in the ERM member countries with the aim of assessing the importance of the ERM effect and distributional conflict. We have found strong evidence of an ERM effect in the inflationary process of participating countries, but this effect manifests itself primarily through structural changes in labour markets rather than through importing Bundesbank's reputation. This evidence questions the tendency to model the ERM as a credibility-reputation game. Inflation expectations for all ERM countries are strongly influenced by movements in unit labour costs and demand, and secondarily by world commodity and oil prices. The empirical results provide strong support for the conflict approach to wage inflation.

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Article provided by Taylor and Francis Journals in its journal International Review of Applied Economics.

Volume (Year): 14 (2000)
Issue (Month): 1 (January)
Pages: 25-43
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Handle: RePEc:taf:irapec:v:14:y:2000:i:1:p:25-43

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  1. Kirchgassner, Gebhard & Wolters, Jurgen, 1993. "Does the DM Dominate the Euro Market? An Empirical Investigation," The Review of Economics and Statistics, MIT Press, vol. 75(4), pages 773-78, November. [Downloadable!] (restricted)
  2. Arestis, Philip & Mariscal, Iris Biefang-Frisancho, 1995. "Wage Determination in the UK," Applied Economics, Taylor and Francis Journals, vol. 27(6), pages 523-28, June.
  3. Michael Artis & Dilip Nachane, 1990. "Wages and prices in Europe: A test of the German leadership thesis," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 126(1), pages 59-77, March. [Downloadable!] (restricted)
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  4. Hassapis, Christis & Pittis, Nikitas & Prodromidis, Kyprianos, 1999. "Unit roots and Granger causality in the EMS interest rates: the German Dominance Hypothesis revisited," Journal of International Money and Finance, Elsevier, vol. 18(1), pages 47-73, January. [Downloadable!] (restricted)
  5. Giavazzi, Francesco & Pagano, Marco, 1986. "The Advantages of Tying One's Hands: EMS Discipline and Central Bank Credibility," CEPR Discussion Papers 135, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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  6. Katsimbris, George M & Miller, Stephen M, 1993. "Interest Rate Linkages within the European Monetary System: Further Analysis," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 25(4), pages 771-79, November. [Downloadable!] (restricted)
  7. Taylor, Lance, 1985. "A Stagnationist Model of Economic Growth," Cambridge Journal of Economics, Oxford University Press, vol. 9(4), pages 383-403, December.
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  9. Robert Anderton & Ray Barrell, 1995. "The ERM and structural change in European labour markets: A study of 10 countries," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 131(1), pages 47-66, March. [Downloadable!] (restricted)
  10. Bleaney, Michael & Mizen, Paul, 1997. "Credibility and Disinflation in the European Monetary System," Economic Journal, Royal Economic Society, vol. 107(445), pages 1751-67, November. [Downloadable!] (restricted)
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  11. Layard, R. & Nickell, S., . "Layard-Nickell," Instructional Stata datasets for econometrics layardnickell, Boston College Department of Economics. [Downloadable!]
  12. Hagen, Jurgen von & Fratianni, Michele, 1990. "German dominance in the EMS: evidence from interest rates," Journal of International Money and Finance, Elsevier, vol. 9(4), pages 358-375, December. [Downloadable!] (restricted)
  13. Artis, Michael J & Ormerod, Paul, 1991. "Is There an `EMS' Effect in European Labour Markets?," CEPR Discussion Papers 598, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
  14. Hall, S G, 1993. "Modelling the Sterling Effective Exchange Rate Using Expectations and Learning," The Manchester School of Economic & Social Studies, Blackwell Publishing, vol. 61(3), pages 270-86, September.
  15. Sarantis, Nicholas, 1991. "Conflict and Inflation in Industrial Countries," International Review of Applied Economics, Taylor and Francis Journals, vol. 5(2), pages 155-69, May.
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