Is inflation stationary?

Wojciech Charemza (), Daniela Hristova and Peter Burridge ()

Applied Economics, 2005, vol. 37, issue 8, pages 901-903

Abstract: Ninety--three world--wide inflation series are tested for unit roots. Treating the data series' innovations as draws from a symmetric stable distribution, with possibly infinite variance, reduces the number that appear stationary.

Date: 2005
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