Revisiting the Nexus of Wages, Prices and Private Consumption in the EMU Period through Graphical Multivariate Panel Data Models

This paper aims to analyse the dynamic relationships between prices, wages and private consumption for a sample of the 12 initial EMU members for the period 1999-2019. To do so, we adopt a novel approach based on panel-VAR models that allows to perform a multivariate Granger causality analysis betw...

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Bibliographic Details
Main Authors: Celia Gil-Bermejo Lazo, Jorge Onrubia, Antonio Jesús Sánchez-Fuentes
Format: Article
Language:English
Published: Universidad de Huelva 2025-08-01
Series:Revista de Economía Mundial
Subjects:
Online Access:https://www.uhu.es/publicaciones/ojs/index.php/REM/article/view/8365
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