Nonlinear impact of inflation on relative price variability

Çağlayan, Mustafa and Filiztekin, Alpay (2003) Nonlinear impact of inflation on relative price variability. Economics Letters, 79 (2). pp. 213-218. ISSN 0165-1765

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Official URL: http://dx.doi.org/10.1016/S0165-1765(02)00302-6


Using a half-a-century long disaggregated price data for 22 food products collected from 19 cities, we show that the association between inflation and price variability is nonlinear with respect to changes in inflation rate. We obtain similar results for expected and unexpected inflation.

Item Type:Article
Uncontrolled Keywords:inflation; price variability; nonlinearity; panel data
Subjects:H Social Sciences > HG Finance
ID Code:297
Deposited By:Alpay Filiztekin
Deposited On:07 May 2007 03:00
Last Modified:25 May 2011 14:04

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