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Constructing Historical Euro-Zone Data.

Abstract:
Existing methods of reconstructing historical Euro-zone data by aggregation of the individual countries' aggregate data raises numerous difficulties, especially due to past exchange rate changes. The approach proposed here is designed to avoid such distortions, and aggregate exactly when exchange rates are fixed. We first compute growth rates within states, aggregate these, then cumulate this Euro-zone growth rate to obtain the aggregated levels variables. The aggregate of the implicit-deflator price index coincides with the implicit deflator of our aggregate nominal and real data. We apply the method to Eurozone M3, GDP and prices over the previous two decades.
Publication status:
Published
Peer review status:
Not peer reviewed

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Publisher copy:
10.1111/1468-0297.00601

Authors


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Institution:
European Central Bank
Role:
Author
More by this author
Institution:
University of Oxford
Division:
SSD
Department:
Economics
Oxford college:
Nuffield College
Role:
Author
More by this author
Institution:
University of Oxford
Division:
SSD
Department:
Economics
Oxford college:
Nuffield College
Role:
Author


Publisher:
Blackwell Publishing
Journal:
Economic Journal More from this journal
Volume:
111
Issue:
469
Pages:
102 - 121
Publication date:
2001-01-01
DOI:
ISSN:
0013-0133


Language:
English
Keywords:
Subjects:
UUID:
uuid:a52695d9-ab6e-4c0b-9d26-eecb83e94ce9
Local pid:
oai:economics.ouls.ox.ac.uk:10496
Deposit date:
2011-08-16

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