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...
主要作者: | |
---|---|
格式: | 雜誌 |
語言: | English |
出版: |
Washington, D.C. :
International Monetary Fund,
2000.
|
叢編: | IMF Working Papers; Working Paper ;
No. 2000/058 |
在線閱讀: | Full text available on IMF |