Author: Isabel C. Andrade
Publisher:
ISBN:
Category :
Languages : en
Pages : 25
Book Description
The Relationship Between Inflation and Relative Price Variability
The Relationship Between Inflation and Relative Price Variability
Author: I. C. Andrade
Publisher:
ISBN:
Category : Applied mathematics
Languages : en
Pages : 25
Book Description
Publisher:
ISBN:
Category : Applied mathematics
Languages : en
Pages : 25
Book Description
Relative Price Variability and Inflation
Author: Guy Debelle
Publisher:
ISBN:
Category : Inflation (Finance)
Languages : en
Pages : 29
Book Description
We test whether the time-series positive correlation of inflation and intermarket relative price variability is also present in a cross-section of US cities. We find this correlation to be a robust empirical regularity: cities which have higher than average inflation also have higher than average relative price dispersion, ceteris paribus. This result holds for different periods of time, different classes of goods, and across different time horizons. Our results suggest that at least part of the relationship between inflation and relative price variability cannot be explained by monetary factors
Publisher:
ISBN:
Category : Inflation (Finance)
Languages : en
Pages : 29
Book Description
We test whether the time-series positive correlation of inflation and intermarket relative price variability is also present in a cross-section of US cities. We find this correlation to be a robust empirical regularity: cities which have higher than average inflation also have higher than average relative price dispersion, ceteris paribus. This result holds for different periods of time, different classes of goods, and across different time horizons. Our results suggest that at least part of the relationship between inflation and relative price variability cannot be explained by monetary factors
Inflation, Inflation Uncertainty, and Relative Price Variability
Author: John E. Golob
Publisher:
ISBN:
Category : Government publications
Languages : en
Pages : 106
Book Description
Publisher:
ISBN:
Category : Government publications
Languages : en
Pages : 106
Book Description
Inflation and Relative Prices in an Open Economy
Author: Bengt Assarsson
Publisher:
ISBN:
Category : Inflation (Finance)
Languages : en
Pages : 176
Book Description
Publisher:
ISBN:
Category : Inflation (Finance)
Languages : en
Pages : 176
Book Description
The Non-linear Relationship Between Inflation and Relative Price Variability
Author: Sascha S. Becker
Publisher:
ISBN:
Category :
Languages : en
Pages : 188
Book Description
Publisher:
ISBN:
Category :
Languages : en
Pages : 188
Book Description
Inflation and Relative-Price Variability
Author: Rajeev K. Goel
Publisher:
ISBN:
Category :
Languages : en
Pages :
Book Description
Using quarterly US data for 1948-89, we study the effect of the level of commodity aggregation on the relation between inflation and relative-price variability. The effect is assessed for the full period and the subperiods 1948-73 and 1974-89. The relationship is investigated for actual inflation as well as its expected and unexpected components. Although the parameter estimates show sizeable differences across the two aggregation levels, the qualitative picture is the same for both levels in all cases. One of the by-products of the exercise is the observation that unexpected inflation shows a much stronger positive covariation with relative-price variability than the expected component.
Publisher:
ISBN:
Category :
Languages : en
Pages :
Book Description
Using quarterly US data for 1948-89, we study the effect of the level of commodity aggregation on the relation between inflation and relative-price variability. The effect is assessed for the full period and the subperiods 1948-73 and 1974-89. The relationship is investigated for actual inflation as well as its expected and unexpected components. Although the parameter estimates show sizeable differences across the two aggregation levels, the qualitative picture is the same for both levels in all cases. One of the by-products of the exercise is the observation that unexpected inflation shows a much stronger positive covariation with relative-price variability than the expected component.
relative price variability, inflation and the stock market
Author: gautam kaul
Publisher:
ISBN:
Category :
Languages : en
Pages : 36
Book Description
Publisher:
ISBN:
Category :
Languages : en
Pages : 36
Book Description
Inflation and Relative Price Variability in the Open Economy
Author: Mario I. Bléjer
Publisher:
ISBN:
Category : Inflation (Finance)
Languages : en
Pages : 54
Book Description
Publisher:
ISBN:
Category : Inflation (Finance)
Languages : en
Pages : 54
Book Description
Inflation Uncertainty and Relative Price Variability in WAEMU Countries
Author: Carlos Fernandez Valdovinos
Publisher: International Monetary Fund
ISBN: 1455221031
Category : Business & Economics
Languages : en
Pages : 46
Book Description
Using a consistent dataset and methodology for all eight member countries of the West African Economic and Monetary Union (WAEMU) from 1994 to 2009, this paper provides evidence of the two major channels for real effects of inflation: inflation uncertainty and relative price variability. In line with theory and most evidence for advanced and emerging market economies, higher inflation increases inflation uncertainty and relative price variability in all WAEMU countries. However, the pattern, magnitude and timing of these two channels vary considerably by country. The findings raise several policy issues for future research.
Publisher: International Monetary Fund
ISBN: 1455221031
Category : Business & Economics
Languages : en
Pages : 46
Book Description
Using a consistent dataset and methodology for all eight member countries of the West African Economic and Monetary Union (WAEMU) from 1994 to 2009, this paper provides evidence of the two major channels for real effects of inflation: inflation uncertainty and relative price variability. In line with theory and most evidence for advanced and emerging market economies, higher inflation increases inflation uncertainty and relative price variability in all WAEMU countries. However, the pattern, magnitude and timing of these two channels vary considerably by country. The findings raise several policy issues for future research.