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

[thumbnail of stvkaf01977.pdf] PDF
stvkaf01977.pdf

Download (152kB)

Abstract

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
Divisions: Faculty of Arts and Social Sciences
Depositing User: Alpay Filiztekin
Date Deposited: 07 May 2007 03:00
Last Modified: 17 Sep 2019 15:40
URI: https://research.sabanciuniv.edu/id/eprint/297

Actions (login required)

View Item
View Item