Producer Price Inflation Connectedness and Input-Output Networks
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More about this item
Keywords
Input-output networks; Inflation; Connectedness; Supply-side shocks; Commodity prices; Business cycles; Vector autoregression; Variance decomposition.;All these keywords.
JEL classification:
- E3 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles
- D57 - Microeconomics - - General Equilibrium and Disequilibrium - - - Input-Output Tables and Analysis
- 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
NEP fields
This paper has been announced in the following NEP Reports:- NEP-MAC-2018-09-17 (Macroeconomics)
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