A further interpretation of Friedman's hypothesis: The cointegration of component CPI indexes

DOI10.1016/S0165-1765(99)00238-4zbMATH Open0983.91024OpenAlexW2131306472MaRDI QIDQ1978332FDOQ1978332

Authors: Gary L. Shoesmith 

Publication date: 4 June 2000

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0165-1765(99)00238-4

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zbMATH Keywords

cointegrationinflation variability

Mathematics Subject Classification ID

Cites Work

• Statistical analysis of cointegration vectors
• Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root
• High and variable inflation: Further evidence on the Friedman hypothesis

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