Research Discussion Paper – RDP 2012-01 Co-movement in Inflation

Contents

• Introduction
• Global Inflation
• A Panel VAR
• Results
• Implications for Modelling Inflation in Australia
• Conclusion
• Appendix A: The Panel VAR
• Appendix B: Feasible Least Squares Estimation
• Appendix C: Data Sources
• References

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The author would like to thank James Hansen, Callum Jones, Jonathan Kearns, Mariano Kulish, Christine Lewis, Adrian Pagan, Michael Plumb, Penelope Smith and Peter Tulip for helpful comments and discussions.