The cyclical structure of the UK inflation rate: 1210–2016

C-Tier
Journal: Economics Letters
Year: 2019
Volume: 181
Issue: C
Pages: 182-185

Score contribution per author:

0.503 = (α=2.01 / 2 authors) × 0.5x C-tier

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

Abstract

In this paper, we examine the cyclical structure of the UK inflation rate using historical data dating back to 1210. Based on a methodology that allows for fractional orders of integration at a non-zero frequency and stochastic cycles, the results indicate the presence of cycles that repeat themselves approximately every 4 years and that the order of integration is constrained between 0.10 and 0.20, implying long memory. Moreover, this pattern seems to be stable over time.

Technical Details

RePEc Handle
repec:eee:ecolet:v:181:y:2019:i:c:p:182-185
Journal Field
General
Author Count
2
Added to Database
2026-01-25