Propagation of inflationary shocks in Costa Rica

 

محفوظ في:
التفاصيل البيبلوغرافية
المؤلف: Rodríguez Vargas, Adolfo
التنسيق: artículo original
الحالة:Versión publicada
تاريخ النشر:2013
الوصف:Abstract We present an estimation of propagation effects of inflationary shocks to groups and specific products of the CPI using a SVAR framework.  We found significant propagation effects for 6 out of the 12 groups of the CPI, which together account for 72% of the basket.  These groups include those related to food, home apparel and housekeeping services and transportation. The estimations suggest that shocks to Food and Non-Alcoholic Beverages and to fuels are passed through entirely to the rest of the CPI basket. The majority of the most important propagation effects occur between 6 and 10 months after the shocks.  This includes propagation effects stemming from shocks to fuels, products with regulated price, tradables and the IPPI index.
البلد:Portal de Revistas UNA
المؤسسة:Universidad Nacional de Costa Rica
Repositorio:Portal de Revistas UNA
اللغة:Español
OAI Identifier:oai:ojs.www.una.ac.cr:article/5122
الوصول للمادة أونلاين:https://www.revistas.una.ac.cr/index.php/economia/article/view/5122
كلمة مفتاحية:Propagation
inflation
shocks
structural VAR
JEL Classification
C32
E31
Propagación
inflación
choques
VAR estructurales
clasificación JEL