Mismatching Measures of Output and Prices: Implications for Measuring the Comovement of Prices and Output
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Bibliographic InfoPaper provided by EconWPA in its series Macroeconomics with number 0501005.
Length: 31 pages
Date of creation: 06 Jan 2005
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price output correlation;
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- E - Macroeconomics and Monetary Economics
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"The Cyclical Behavior Of Prices,"
RCER Working Papers
188, University of Rochester - Center for Economic Research (RCER).
- Nathan S. Balke & Hiranya K. Nath, 2006. "Sectoral Price Changes and Output Growth: Supply and Demand in General Equilibrium," Working Papers 0604, Sam Houston State University, Department of Economics and International Business.
- Hall, Thomas E., 1995. "Price cyclicality in the natural rate-nominal demand shock model," Journal of Macroeconomics, Elsevier, vol. 17(2), pages 257-272.
- Finn E. Kydland & Edward C. Prescott, 1990. "Business cycles: real facts and a monetary myth," Quarterly Review, Federal Reserve Bank of Minneapolis, issue Spr, pages 3-18.
- den Haan, Wouter J., 2000.
"The comovement between output and prices,"
Journal of Monetary Economics,
Elsevier, vol. 46(1), pages 3-30, August.
- Tom Doan, . "RATS programs to replicate Den Haan JME(2000) correlation of comovements," Statistical Software Components RTZ00042, Boston College Department of Economics.
- James Peery Cover & C. James Hueng, 2003. "The Correlation between Shocks to Output and the Price Level: Evidence from a Multivariate GARCH Model," Southern Economic Journal, Southern Economic Association, vol. 70(1), pages 75-92, July.
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