Utilize este identificador para referenciar este registo: http://hdl.handle.net/1822/29951

TítuloInflation rate dynamics convergence within the euro
Autor(es)Soares, M. J.
Conraria, Luís Aguiar
Palavras-chaveContinuous wavelet transform
Wavelet dissimilarity matrix
Multidimensional scaling
Inflation rate synchronization
European Union integration
Data2014
EditoraSpringer-Verlag Berlin
RevistaLecture Notes in Computer Science
CitaçãoSoares, Maria Joana e L. Aguiar-Conraria, “Inflation rate dynamics convergence within the Euro” in B. Murgante et. al (eds.) , ICCSA 2014, Part I, LNCS 8579, 132-145
Resumo(s)In this paper we use wavelet analysis to address the problem of in ation dynamics convergence in the Euro area. The study is conducted for the 11 countries that rst joined the Euro. We use a dissimilarity measure derived in the time-frequency space to estimate the degree of in ation synchronization among these countries.With this measure, we ll a dissimilarity matrix which, with multidimensional scaling, is then used to plot the di erent countries in a plane. Our results indicate that the degree of in ation cycles synchronization is much stronger before than after the Euro. For example, while before the Euro, Portuguese in ation is synchronized with the in ation in six other countries, after the Euro adoption any statistical evidence of synchronization disappears
TipobookPart
URIhttp://hdl.handle.net/1822/29951
ISBN9783319091433
DOI10.1007/978-3-319-09144-0_10
ISSN0302-9743
Arbitragem científicayes
AcessorestrictedAccess
Aparece nas coleções:NIPE - Livros e Capítulos de Livros

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