Modeling Dynamic Relationships between Energy Prices and Inflation in Euro Area Using Wavelets

<p id="p1">In this chapter, we investigate the relationship between energy prices, economic uncertainty, and inflation in Eurozone countries. To account for cyclicality in the business cycle, the level of industrial production is also considered. We propose a wavelet time-varying vector autoregressi...

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Autores principales:	Alqaralleh, Huthaifa Sameeh, Canepa, Alessandra
Formato:	Capítulo de libro
Lenguaje:	inglés
Publicado:	IntechOpen 2024
Materias:	Physical Sciences, Engineering and Technology
Acceso en línea:	https://www.intechopen.com/chapters/1206139
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