Is inflation stationary?

被引：36

作者：

Charemza, WW

Hristova, D ^{[1
]}

Burridge, P

机构：

[1] Natl Bank Poland, Warsaw, Poland

[2] Univ Leicester, Dept Econ, Leicester LE1 7RH, Leics, England

[3] City Univ London, Dept Econ, London EC1V 0HB, England

来源：

APPLIED ECONOMICS | 2005年 / 37卷 / 08期

关键词：

D O I：

10.1080/00036840500076721

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

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.

引用

页码：901 / 903

页数：3

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