Relative Prices, Inflation and Core Inflation /

Empirical evidence on the distribution of relative price changes almost invariably reveals high kurtosis and a tendency toward right-skewness. Simple mixed distribution models including volatile and infrequently adjusted prices can account for these and other common features, such as correlation bet...

وصف كامل

التفاصيل البيبلوغرافية
المؤلف الرئيسي: Roger, Scott
التنسيق: دورية
اللغة:English
منشور في: Washington, D.C. : International Monetary Fund, 2000.
سلاسل:IMF Working Papers; Working Paper ; No. 2000/058
الوصول للمادة أونلاين:Full text available on IMF