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Modelling Italian Inflation, 1970 - 1998

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Author Info
Emanuele Bacchiocchi () (Department of Economics, University of Insubria, Italy)

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Abstract

In this paper a paper for the dynamics of inflation in Italy is proposed.Changes in monetary and credit markets, along with substantional changes in many sectors of the Italian economy suggest to split the sample period into two sub-sample and modelling the dynamics of inflation differently for each of the periods. Disequilibria from both demand and supply sides of the economy strongly contribute to the determination of inflation consistenly with each of the mainly theoretical explanations. Equilibrium-correction terms are developed for all sectors of the economy for each the two sub-samples. The different responses of the inflation growth rate to the different equilibrium relations found in the two periods strongly support the separate investigation pursued in the empirical analysis. Moreover, the empirical analisys confirms that no single cause can explanain the pattern of the Italian inflation

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File URL: http://eco.uninsubria.it/dipeco/Quaderni/files/QF2003_38.pdf
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Publisher Info
Paper provided by Department of Economics, University of Insubria in its series Economics and Quantitative Methods with number qf0318.

Download reference. The following formats are available: HTML, plain text, BibTeX, RIS (EndNote), ReDIF
Length: 33 pages
Date of creation: Dec 2003
Date of revision:
Handle: RePEc:ins:quaeco:qf0318

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Web page: http://eco.uninsubria.it/
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Related research
Keywords: Inflation dynamics Disequilibria Structural breaks Equilibrium correction model

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This page was last updated on 2008-8-18.


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