Yang, Jian - 2004 - [Elektronische Ressource]
"We investigate the international transmission of inflation among G-7 countries using a data-determined vector … autoregression analysis, as advocated by Swanson and Granger (1997). Over the period 1973 to 2003, we find that U.S. innovations have …. Moreover, our evidence indicates that U.S. inflation has become less vulnerable to foreign shocks since the early 1990s, mainly …