Is inflation stationary?

Wojciech Charemza, Daniela Hristova and Peter Burridge

Applied Economics, 2005, vol. 37, issue 8, 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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DOI: 10.1080/00036840500076721

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