Article ID Journal Published Year Pages File Type
964139 Journal of International Money and Finance 2011 20 Pages PDF
Abstract
► A dynamic latent factor model characterizes links in international inflation. ► World and regional components account for 35% and 16% of variability. ► Countries' world and regional components differ substantially. ► Rich and developed countries have higher world components. ► World factors become more important for Latin and Asian countries since 1980.
Keywords
Related Topics
Social Sciences and Humanities Economics, Econometrics and Finance Economics and Econometrics
Preview
International comovements in inflation rates and country characteristics
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