INFLATION, INFLATION UNCERTAINTY AND FUEL PRICES IN THE EU

被引：0

作者：

Albulescu, Claudiu Tiberiu ^{[1
]}

Stancu, Stelian ^{[2
]}

Grecu, Eugenia ^{[1
]}

Trasca, Daniela Livia ^{[3
]}

机构：

[1] Politehn Univ Timisoara, Dept Management, Timisoara, Romania

[2] Bucharest Univ Econ Studies, Dept Econ Informat & Cybernet, Bucharest, Romania

[3] Bucharest Univ Econ Studies, Dept Econ & Econ Policies, Bucharest, Romania

来源：

ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH | 2022年 / 56卷 / 02期

关键词：

inflation; inflation uncertainty; fuel prices; dynamic panel; EU countries; US INFLATION; CAUSALITY; GROWTH; TESTS; OIL;

D O I：

10.24818/18423264/56.2.22.03

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

We investigate the interactions between inflation, inflation uncertainty and fuel prices in the EU-28 countries, over the period 2005 to 2017. We compute the inflation uncertainty as the difference between the recorded level of inflation and one-year inflation forecasts. Our GMM results show a positive impact of inflation uncertainty and fuel prices on inflation. In addition, we show that diesel prices have a larger impact on inflation level compared with gasoline prices. Further, the increase in oil prices over the previous period, and the inflation targeting regime, have no significant influence on inflation. Our results are robust to different models and samples.

引用

页码：37 / 48

页数：12

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