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Cross-country connectedness in inflation and unemployment: measurement and macroeconomic consequences
We bring the notion of connectedness (Diebold and Yilmaz, Int J Forecast 28(1):57–66 2012) to a set of two critical macroeconomic variables as inflation and unemployment. We focus on the G7 economies plus Spain, and use monthly data—high-frequency data in a macro setting—to explore the extent and co...
| Autores principales: | , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
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Springer Berlin Heidelberg
2021
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| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8056377/ https://www.ncbi.nlm.nih.gov/pubmed/33897094 http://dx.doi.org/10.1007/s00181-021-02052-0 |