A new look at oil price pass-through into inflation: evidence from disaggregated European data

This paper analyzes oil price pass-through into inflation at disaggregate level for the euro area and its four main economies (France, Germany, Italy and Spain). The pattern of responses to oil price changes is quantitatively diverse across economies and across items of disaggregate inflation. Moreo...

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Detalhes bibliográficos
Autores: Castro Rozo, César Augusto, Jiménez Rodríguez, Rebeca, Poncela, Pilar, Senra, Eva
Formato: artículo
Estado:Versión publicada
Fecha de publicación:2017
País:España
Recursos:Universidad Pública de Navarra
Repositorio:Academica-e. Repositorio Institucional de la Universidad Pública de Navarra
OAI Identifier:oai:academica-e.unavarra.es:2454/52034
Acesso em linha:https://hdl.handle.net/2454/52034
Access Level:acceso abierto
Palavra-chave:Inflation
Oil prices
Transfer functions
Disaggregation
Descrição
Resumo:This paper analyzes oil price pass-through into inflation at disaggregate level for the euro area and its four main economies (France, Germany, Italy and Spain). The pattern of responses to oil price changes is quantitatively diverse across economies and across items of disaggregate inflation. Moreover, we suggest an alternative method to the direct calculation of aggregate effects on inflation given that indirect and second-round effects may offset the positive effects found in energy inflation and dissipate the effect on total inflation.