Nonlinear impact of inflation on relative price variability

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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

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

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