Is inflation stationary?

C-Tier
Journal: Applied Economics
Year: 2005
Volume: 37
Issue: 8
Pages: 901-903

Authors (3)

Wojciech Charemza (not in RePEc) Daniela Hristova (not in RePEc) Peter Burridge (University of York)

Score contribution per author:

0.335 = (α=2.01 / 3 authors) × 0.5x C-tier

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

View Full Article View on IDEAS/RePEc

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.

Technical Details

RePEc Handle
repec:taf:applec:v:37:y:2005:i:8:p:901-903
Journal Field
General
Author Count
3
Added to Database
2026-01-25