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Refining Stylized Facts from Factor Models of Inflation (replication data)
Factor models of disaggregate inflation indices suggest that sectoral shocks generate the bulk of sectoral inflation variance, but no persistence. Aggregate shocks, by contrast,... -
Comovements and heterogeneity in the euro area analyzed in a non-stationary d...
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...
