This file is part of IDEAS, which uses RePEc data


[ Papers | Articles | Software | Books | Chapters | Authors | Institutions | JEL Classification | NEP reports | Search | New papers by email | Author registration | Rankings | Volunteers | FAQ | Blog | Help! ]

Macroeconomic Differentials and Adjustment in the Euro Area

Author info | Abstract | Publisher info | Download info | Related research | Statistics
Author Info
Iulia Siedschlag

Additional information is available for the following registered author(s):

Editor Info
Morten Balling ()

Additional information is available for the following registered author(s):

Abstract

There has recently been increased research and policy interest in the divergent macroeconomic performance in the European Economic and Monetary Union (EMU). Understanding the underlying factors of macroeconomic differentials, the source and transmission of shocks and the adjustment process in the euro area is important to appropriate economic policy in the EMU. In a monetary union, the single monetary policy can only address common shocks. In the absence of nominal interest and exchange rates as policy instruments, to adjust to asymmetric shocks – country specific shocks or idiosyncratic effects of common shocks, member countries have to resort to remaining tools of economic policy. In theory, the adjustment to asymmetric shocks and return to equilibrium can take place through four channels: a) market – driven price and output adjustment; b) policy induced fiscal adjustment; c) risk-sharing against country-specific shocks through fiscal transfers and financial integration; d) labour mobility. Temporary inflation and output growth differentials are likely in a common currency area since prices and output adjustment is required to absorb shocks. In the euro area, output growth and inflation differentials are also related to the ongoing catch - up process in some of the member countries. Persistent inflation differentials can have negative effects on incomes and investment and result in divergent competitiveness and monetary conditions in the participating countries. Furthermore, inappropriate use of national fiscal policy and real exchange rate adjustment can lead to poor macroeconomic performance. The objective of this paper is to analyse macroeconomic differentials and the adjustment in the euro area so far with the aim to draw lessons and policy implications for the better functioning of the EMU and euro areaenlargement. The questions we address are the following: What do we know about macroeconomic differentials in the euro area? Are they temporary or persistent? What factors underlie them? What is the likelihood of asymmetric shocks in the euro area and what are their main transmission channels? What policy issues related to the macroeconomic adjustment in the EMU are most important at this stage? The remainder of this study is organised as follows. In Section 2 we analyse the size, evolution, persistence and underlying factors of output growth and inflation differentials. Section 3 discusses the likelihood of asymmetric shocks and their transmission across the euro area countries. In particular, we analyse trade linkages, including intra- and extra-euro area trade, financial integration and business cycle synchronisation. In Section 4 we discuss a number of policy issues related to the macroeconomic adjustment in EMU which have gained increased interest recently. We start with the role and effects of real interest rate and competitiveness differentials as adjustment channels. We discuss next policy issues related to fiscal adjustment and the impact of fiscal shocks in the euro area countries. We then discuss labour mobility as an adjustment mechanism. Finally, Section 5 summarises the main findings and draws policy implications for the EMU and the euro area enlargement.

Download Info
To download:

If you experience problems downloading a file, check if you have the proper application to view it first. Information about this may be contained in the File-Format links below. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.

File URL: http://www.suerf.org/download/studies/study20083.pdf
File Format: application/pdf
File Function: Main Text
Download Restriction: no

Publisher Info
Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
This book is provided by SUERF - The European Money and Finance Forum in its series SUERF Studies with number 2008/3 and published in 2008.

ISBN: 978-3-902109-43-9
Handle: RePEc:erf:erfstu:50

Contact details of provider:
Postal: SUERF c/o OeNB, Otto-Wagner-Platz 3, A-1090 Vienna, Austria
Phone: +43/1/404 20 7216
Fax: +43/1/404 20 7298
Email:
Web page: http://www.suerf.org

Order Information:
Postal: SUERF c/o OeNB, Otto-Wagner-Platz 3, A-1090 Vienna, Austria
Email:

For technical questions regarding this item, or to correct its listing, contact: (Michael Bailey).

Related research
Keywords: European Economic and Monetary Union; International transmission of shocks; Macroeconomic adjustment;

Other versions of this item:

Find related papers by JEL classification:
E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
F41 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Open Economy Macroeconomics

References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:

  1. Frankel, Jeffrey A & Rose, Andrew K, 1996. "The Endogeneity of the Optimum Currency Area Criteria," CEPR Discussion Papers 1473, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    Other versions:
  2. David Duffy & John Fitz Gerald & Ide Kearney, 2005. "Rising House Prices in an Open Labour Market," The Economic and Social Review, Economic and Social Studies, vol. 36(3), pages 251-272. [Downloadable!]
    Other versions:
  3. Fatás, Antonio, 1997. "EMU: Countries or Regions? Lessons from the EMS Experience," CEPR Discussion Papers 1558, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    Other versions:
  4. Francesco Paolo Mongelli & Juan Luis Vega, 2006. "What effects is EMU having on the euro area and its member countries? An overview," Working Paper Series 599, European Central Bank. [Downloadable!]
  5. Charles Himmelberg & Christopher Mayer & Todd Sinai, 2005. "Assessing high house prices: bubbles, fundamentals, and misperceptions," Staff Reports 218, Federal Reserve Bank of New York. [Downloadable!]
    Other versions:
  6. Artis, Michael J & Galvão, Ana Beatriz C & Marcellino, Massimiliano, 2003. "The Transmission Mechanism in a Changing World," CEPR Discussion Papers 4014, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    Other versions:
  7. Michael Massmann & James Mitchell, 2003. "Reconsidering the Evidence: Are Eurozone Business Cycles Converging?," NIESR Discussion Papers 210, National Institute of Economic and Social Research. [Downloadable!]
    Other versions:
  8. Stanley Fischer & Ratna Sahay & Carlos A. Vegh, 2002. "Modern Hyper- and High Inflations," NBER Working Papers 8930, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
  9. Alejandro Micco & Ernesto Stein & Guillermo OrdoÒez, 2003. "The currency union effect on trade: early evidence from EMU," Economic Policy, CEPR, CES, MSH, vol. 18(37), pages 315-356, October. [Downloadable!] (restricted)
    Other versions:
  10. Philip R. Lane & Patrick Honohan, 2003. "Divergent Inflation Rates in EMU," Trinity Economics Papers 20034, Trinity College Dublin, Department of Economics. [Downloadable!]
    Other versions:
  11. Baker, Terence J. & Duffy, David & Shortall, Fergal, 1998. "Quarterly Economic Commentary, July 1998," Forecasting Report, Economic and Social Research Institute (ESRI), number QEC19982, August.
  12. Canova, Fabio, 1998. "Detrending and business cycle facts," Journal of Monetary Economics, Elsevier, vol. 41(3), pages 475-512, May. [Downloadable!] (restricted)
    Other versions:
  13. Lieven Baele & Annalisa Ferrando & Peter Hördahl & Elizaveta Krylova & Cyril Monnet, 2004. "Measuring financial integration in the euro area," Occasional Paper Series 14, European Central Bank. [Downloadable!]
  14. Giuseppe Nicoletti & Stefano Scarpetta, 2005. "Regulation and Economic Performance: Product Market Reforms and Productivity in the OECD," OECD Economics Department Working Papers 460, OECD, Economics Department. [Downloadable!]
  15. Peter Hoeller & Claude Giorno & Christine de la Maisonneuve, 2004. "One Money, One Cycle?: Making Monetary Union a Smoother Ride," OECD Economics Department Working Papers 401, OECD, Economics Department. [Downloadable!]
  16. von Hagen, J. & Hallett, A.H. & Strauch, R., 2001. "Budgetary Consolidation in EMU," European Economy - Economic Papers 148, Commission of the EC, Directorate-General for Economic and Financial Affairs (DG ECFIN).
  17. John FitzGerald, 2004. "Lessons from 20 years of Cohesion," Papers WP159, Economic and Social Research Institute (ESRI). [Downloadable!]
  18. Decressin, Jörg & Fatás, Antonio, 1994. "Regional Labour Market Dynamics in Europe," CEPR Discussion Papers 1085, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    Other versions:
  19. Philipp C. Rother, 2004. "Fiscal policy and inflation volatility," Working Paper Series 317, European Central Bank. [Downloadable!]
  20. Kpate ADJAOUTE & Jean-Pierre DANTHINE, 2004. "Equity Returns and Integration: Is Europe Changing?," FAME Research Paper Series rp117, International Center for Financial Asset Management and Engineering. [Downloadable!]
  21. Kpate ADJAOUTÉ & Jean-Pierre DANTHINE, 2003. "European Financial Integration and Equity Returns: A Theory-Based Assessment," FAME Research Paper Series rp84, International Center for Financial Asset Management and Engineering. [Downloadable!]
  22. Gerhard Runstler, 2004. "Modelling phase shifts among stochastic cycles," Econometrics Journal, Royal Economic Society, vol. 7(1), pages 232-248, 06. [Downloadable!] (restricted)
  23. Philip R. Lane, 2006. "The Real Effects of EMU," The Institute for International Integration Studies Discussion Paper Series iiisdp115, IIIS. [Downloadable!]
    Other versions:
  24. Gavin Cameron & John Muellbauer & Anthony Murphy, 2006. "Was There A British House Price Bubble? Evidence from a Regional Panel," Economics Series Working Papers 276, University of Oxford, Department of Economics. [Downloadable!]
    Other versions:
  25. Filippo Altissimo & Pierpaolo Benigno & Diego Rodriguez Palenzuela, 2005. "Long-Run Determinants of Inflation Differentials in a Monetary Union," NBER Working Papers 11473, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
  26. Kalemli-Ozcan, Sebnem & Sorensen, Bent E. & Yosha, Oved, 2001. "Economic integration, industrial specialization, and the asymmetry of macroeconomic fluctuations," Journal of International Economics, Elsevier, vol. 55(1), pages 107-137, October. [Downloadable!] (restricted)
  27. Nicholai Benalal & Juan Luis Diaz del Hoyo & Beatrice Pierluigi & Nikiforos Vidalis, 2006. "Output growth differentials across the euro area countries - some stylised facts," Occasional Paper Series 45, European Central Bank. [Downloadable!]
  28. Matloob Piracha & Roger Vickerman, 2002. "Immigration, Labour Mobility and EU Enlargement," Studies in Economics 0209, Department of Economics, University of Kent. [Downloadable!]
  29. Jean Imbs, 2003. "Trade, Finance, Specialization, and Synchronization," IMF Working Papers 03/81, International Monetary Fund. [Downloadable!]
    Other versions:
  30. Patrick A. Puhani, 2001. "Labour Mobility: An Adjustment Mechanism in Euroland? Empirical Evidence for Western Germany, France and Italy," German Economic Review, Blackwell Publishing, vol. 2(2), pages 127-140, 05. [Downloadable!] (restricted)
    Other versions:
  31. Duffy, David, 2002. "A Descriptive Analysis of the Irish Housing Market," Quarterly Economic Commentary: Special Articles, Economic and Social Research Institute (ESRI), vol. 2002(2-Summer), pages 1-16. [Downloadable!]
  32. Philip Lane & Sébastien Wälti, 2006. "The Euro and Financial Integration," The Institute for International Integration Studies Discussion Paper Series iiisdp139, IIIS. [Downloadable!]
  33. Marianne Baxter & Michael A. Kouparitsas, 2003. "Trade Structure, Industrial Structure, and International Business Cycles," American Economic Review, American Economic Association, vol. 93(2), pages 51-56, May. [Downloadable!]
    Other versions:
  34. Andrea Colciago & Anton Muscatelli & Tiziano Ropele & Patrizio Tirelli, 2006. "The Role of Fiscal Policy in a Monetary Union: Are National Automatic Stabilizers Effective?," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
    Other versions:
  35. Robert Paul Berben & Kerstin Bernoth & Mauro Mastrogiacomo, 2006. "Households' Response to Wealth Changes: Do Gains or Losses make a Difference?," CPB Discussion Papers 63, CPB Netherlands Bureau for Economic Policy Analysis. [Downloadable!]
    Other versions:
Full references

Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

  1. Traistaru-Siedschlag, Iulia, 2007. "Macroeconomic Adjustment in Ireland under the EMU," Quarterly Economic Commentary: Special Articles, Economic and Social Research Institute (ESRI), vol. 2007(1-Spring), pages 78-92. [Downloadable!]
Statistics
Access and download statistics

Did you know? IDEAS also indexes book chapters.

This page was last updated on 2009-11-26.


This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.