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

DOI10.1016/S0165-1765(99)00238-4MaRDI QIDQ1978332zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

cointegrationinflation variability

Mathematics Subject Classification ID

Recommendations

• High and variable inflation: Further evidence on the Friedman hypothesis
• Relationship between inflation rate and inflation uncertainty.
• Capacity constraints, idiosyncratic demand uncertainty and the dynamics of inflation
• Dual Long Memory in Inflation Dynamics across Countries of the Euro Area and the Link between Inflation Uncertainty and Macroeconomic Performance
• The relationship between inflation and inflation uncertainty in the UK: 1885--1998

Cites work

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

This page was built for publication: A further interpretation of Friedman's hypothesis: The cointegration of component CPI indexes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1978332)