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Business cycle, interest rate and money in the euro area: A common factor model

✍ Scribed by Cendejas, José Luis; Castañeda, Juan E.; Muñoz, Félix-Fernando

Book ID
127348267
Publisher
Elsevier Science
Year
2014
Tongue
English
Weight
760 KB
Volume
43
Category
Article
ISSN
0264-9993

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## Abstract This paper establishes stylized facts on comovements and heterogeneity of individual euro area countries' output and price developments in the past two decades. For this purpose, a non‐stationary structural dynamic factor model is fitted to a large dataset of euro area macroeconomic var