How persistent is disaggregate inflation? An analysis across EU 15 countries and HICP sub-indices
Year of publication: |
2004
|
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Authors: | Lünnemann, Patrick ; Mathä, Thomas Y. |
Publisher: |
Frankfurt a. M. : European Central Bank (ECB) |
Subject: | Aggregation effect | Inflation persistence | Mean reversion | structural breaks |
Series: | ECB Working Paper ; 415 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | hdl:10419/152849 [Handle] RePEc:ecb:ecbwps:20040415 [RePEc] |
Classification: | E31 - Price Level; Inflation; Deflation ; C21 - Cross-Sectional Models; Spatial Models ; C22 - Time-Series Models ; C14 - Semiparametric and Nonparametric Methods |
Source: |
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How persistent is disaggregate inflation? An analysis across EU 15 countries and HICP sub-indices
Lünnemann, Patrick, (2004)
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Using mean reversion as a measure of persistence
Dias, Daniel, (2005)
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Inflation persistence: facts or artefacts?
Robalo Marques, Carlos, (2004)
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Consumer price behaviour in Luxembourg: evidence from micro CPI data
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