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On the Relation Between the Variability of Inflation and the Average Inflation Rate
Inflation the Average Inflation Rate
2015/8/5
On the Relation Between the Variability of Inflation and the Average Inflation Rate.
Comments on ‘Relative Shocks, Relative Price Variability and Inflation’ by Stanley Fisher
Relative Shocks Relative Price Variability
2015/8/5
Comments on ‘Relative Shocks, Relative Price Variability and Inflation’ by Stanley Fisher.
The Inflation-Output Variability Tradeoff Revisited
Inflation Variability Tradeoff Revisited
2015/8/4
The Inflation-Output Variability Tradeoff Revisited.
TESTING MODELS OF LOW-FREQUENCY VARIABILITY
Long memory local-to-unity unit root test stationarity test business cycle frequency heteroskedasticity
2014/3/18
We develop a framework to assess how successfully standard time series models explain low-frequency variability of a data series. The low-frequency information is extracted by computing a finite numbe...