The pass-through to inflation of gas price shocks
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- Lucía López & Florens Odendahl & Susana Párraga & Edgar Silgado-Gómez, 2025. "The pass-through to inflation of gas price shocks," Working Papers 2512, Banco de España.
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- Pietro Cova & Davide Fantino & Lisa Rodano, 2025. "Energy prices in the Bank of Italy macroeconometric model," Questioni di Economia e Finanza (Occasional Papers) 942, Bank of Italy, Economic Research and International Relations Area.
- Daniele Colombo & Francesco Toni, 2025. "Understanding Gas Price Shocks: Elasticities, Volatility and Macroeconomic Transmission," GREDEG Working Papers 2025-20, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France.
- Daniele Colombo & Francesco Toni, 2025. "Understanding Gas Price Shocks: Elasticities, Volatilities, and Macroeconomic Transmission," LEM Papers Series 2025/20, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
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More about this item
Keywords
Bayesian VARs; inflation; natural gas and oil shocks; new Keynesian DSGE;All these keywords.
JEL classification:
- C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- E31 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Price Level; Inflation; Deflation
- Q41 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy - - - Demand and Supply; Prices
NEP fields
This paper has been announced in the following NEP Reports:- NEP-DGE-2024-09-02 (Dynamic General Equilibrium)
- NEP-EEC-2024-09-02 (European Economics)
- NEP-ENE-2024-09-02 (Energy Economics)
- NEP-EUR-2024-09-02 (Microeconomic European Issues)
- NEP-MON-2024-09-02 (Monetary Economics)
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