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Is inflation stationary?

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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


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

Publication date: 2005-05-10

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