The International Transmission of Price Levels during the Classical Gold Standard Period: Evidence from the UK and the US

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Note (General)：: type:80 大阪経大学会「Working Paper」It is known that during the classical gold standard period, the UK and the US shared close economic ties and the price le...

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Material Type: 文書・図像類
Title: The International Transmission of Price Levels during the Classical Gold Standard Period: Evidence from the UK and the US
Author/Editor: 福本,幸男 / 衣笠,智子
Author Heading: 福本,幸男 / 衣笠,智子
Text Language Code: eng
Subject Heading: Price level / International transmission / Price leader / LA-VAR / Causality test / Classical gold standard / The UK and the US
Target Audience: 一般
Note (General): type:80 大阪経大学会「Working Paper」
It is known that during the classical gold standard period, the UK and the US shared close economic ties and the price levels between the two countries were considerably linked. We examine which country played the leading role in price levels using the causality test of the lag augmented vector autoregression (LA-VAR). Our results indicate that the UK price level caused the US price level whereas the reverse was not the case regardless of the variety of the specifications in the LA-VAR model. Therefore, we conclude that the UK price level determined the US price level at the time.
Access Restrictions: 限定公開
Data Provider (Database): 国立情報学研究所 : 学術機関リポジトリデータベース（IRDB）（機関リポジトリ）
https://irdb.nii.ac.jp
Original Data Provider (Database): 大阪経済大学 : 大阪経済大学機関リポジトリ