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The co-movement between output and prices in the EU15 countries: an empirical investigation

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  • Jesus Vazquez

Abstract

The paper studies the co-movement between output and prices in the EU15 countries. Following Den Haan, the correlations of VAR forecast errors at different horizons are used to analyse the dynamics in the output-price relationship. The empirical results show that ten countries display a significant negative co-movement between output and prices in the 'long run' whereas this is positive in the 'short run' only for three countries. Finally, four countries do not exhibit any significant co-movement.

Suggested Citation

  • Jesus Vazquez, 2002. "The co-movement between output and prices in the EU15 countries: an empirical investigation," Applied Economics Letters, Taylor & Francis Journals, vol. 9(14), pages 957-966.
  • Handle: RePEc:taf:apeclt:v:9:y:2002:i:14:p:957-966
    DOI: 10.1080/13504850210146695
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    1. den Haan, Wouter J. & Sumner, Steven W., 2004. "The comovement between real activity and prices in the G7," European Economic Review, Elsevier, vol. 48(6), pages 1333-1347, December.
    2. den Haan, Wouter J. & SUMNER, STEVEN W, 2001. "The Comovements Between Real Activity and Prices," University of California at San Diego, Economics Working Paper Series qt8c23205t, Department of Economics, UC San Diego.
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    Cited by:

    1. Karl Taylor & Robert McNabb, 2007. "Business Cycles and the Role of Confidence: Evidence for Europe," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 69(2), pages 185-208, April.
    2. den Haan, Wouter J. & Sumner, Steven W., 2004. "The comovement between real activity and prices in the G7," European Economic Review, Elsevier, vol. 48(6), pages 1333-1347, December.

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