2012, English, Article edition: Co-movement in inflation / Hugo Gerard. Gerard, Hugo.

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Physical Description
  • ii, 42 p. : ill. ; 21 cm.
Published
  • [Sydney] : Economic Research Department, Reserve Bank of Australia, 2012.
Language
  • English

Edition details

Title
  • Co-movement in inflation /​ Hugo Gerard.
Author
  • Gerard, Hugo.
Other Authors
  • Reserve Bank of Australia. Economic Research Department
Published
  • [Sydney] : Economic Research Department, Reserve Bank of Australia, 2012.
Physical Description
  • ii, 42 p. : ill. ; 21 cm.
Series
Subjects
Summary
  • Inflation rates across countries tend to exhibit a degree of co-movement. In this paper we use a panel vector autoregression (panel VAR) model to investigate possible explanations of this co-movement for the G7 economies. Shocks to commodity prices are found to be more important than common movements in real activity as a driver of global inflation dynamics. However, commodity prices and common real activity cannot explain all of the co-movement in inflation. Even when controlling for these factors, a common indicator of inflation still offers explanatory power for domestic inflation in the panel VAR. Given the role of global inflation in explaining inflation in the G7 countries, we then consider the significance of global inflation for Australian inflation. We find that movements in international inflation offer useful information when included in models of Australian inflation, particularly headline inflation.
Notes
Language
  • English
Dewey Number
  • 332.46 330.994
Libraries Australia ID
Contributed by
Libraries Australia

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Flinders University. Flinders University Central Library. Open to the public 99150950701771; HELD Article English
National Library of Australia. Open to the public 5978896; Nq 330.994 RES; NLq 330.994 RES Article English
State Library of NSW. Open to the public M Q332.1105/6 2012, no. 01 Article English
University of Queensland. University of Queensland Library. Open to the public .b31129912; ssh HG1395 .G47 2012 Article English
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