On the Relationship between Inflation Persistence and Temporal Aggregation

B-Tier
Journal: Journal of Money, Credit, and Banking
Year: 2007
Volume: 39
Issue: 6
Pages: 1521-1531

Authors (3)

IVAN PAYA (Universidad de Alicante) AGUSTIN DUARTE (not in RePEc) KEN HOLDEN (not in RePEc)

Score contribution per author:

0.670 = (α=2.01 / 3 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

This paper examines the impact of temporal aggregation on alternative definitions of inflation persistence. Using the CPI and the core PCE deflator of the United States, our results show that temporal aggregation from the monthly to the quarterly to the annual frequency induces persistence in the inflation series.

Technical Details

RePEc Handle
repec:wly:jmoncb:v:39:y:2007:i:6:p:1521-1531
Journal Field
Macro
Author Count
3
Added to Database
2026-01-28