Is inflation stationary?

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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.

Document Type: Research Article

DOI: http://dx.doi.org/10.1080/00036840500076721

Affiliations: Department of Economics, City University London, Northampton Square, London EC1V 0HB, UK

Publication date: May 10, 2005

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