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Inflationary Risks for the Euro Area: Simulations with EUROMON

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Author Info
M. Demertzis
L. de Haan

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Abstract

We perform four simulations with the multi-countrymodel EUROMON illustrating both upwards and downward risks to future inflation in the Euro area. We examine how different sources of inflation can affect, first, the Euro area as a whole in comparison to the US, and second, compare the effects between the various EMU member countries. The shocks examined are (i) a wage increase all over the Euro area, (ii) an asymmetric wage increase in Germany but not in the other EMU member countries, (iii) an oil price rise, and (iv) a dollar depreciation.

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Publisher Info
Paper provided by Netherlands Central Bank, Research Department in its series WO Research Memoranda (discontinued) with number 691.

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Date of creation: 2002
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Handle: RePEc:dnb:wormem:691

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Related research
Keywords: EUROMON; model simulations;

Find related papers by JEL classification:
E17 - Macroeconomics and Monetary Economics - - General Aggregative Models - - - Forecasting and Simulation

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