Showing 1 - 5 of 5
measurement of the general price level in an economy (and then inflation of course). In this study we estimate standard errors of … month on month and year on year inflation in Pakistan under stochastic approach, following Clement and Izan (1987). We … contribute in this study by providing mechanism and estimating the standard error of period average of YoY inflation and apply …
Persistent link: https://www.econbiz.de/10009647453
This study estimates degree of intrinsic inflation persistence in Pakistan using aggregate price index, group level … price indices, and individual commodity prices. We find no evidence of a unit root in (MoM) inflation at any level, except … for house rent. Using monthly data from 1959 to 2011 we find that the estimate of (overall) inflation persistence is 0 …
Persistent link: https://www.econbiz.de/10011109709
This study estimates degree of intrinsic inflation persistence in Pakistan using aggregate price index, group level … price indices, and individual commodity prices. We find no evidence of a unit root in (MoM) inflation at any level, except … for house rent. Using monthly data from 1959 to 2011 we find that the estimate of (overall) inflation persistence is 0 …
Persistent link: https://www.econbiz.de/10011111024
Recent research work has shown that inflation rate is asymmetric and it is also well known that asymmetry is a non …-linear phenomenon. In order to better understand this non-linearity in inflation of Pakistan, we investigate the possible presence of … Smooth Transition Autoregressive (STAR) non-linearity in inflation series. The study finds that month on month inflation …
Persistent link: https://www.econbiz.de/10011114179
This study estimates degree of intrinsic inflation persistence in Pakistan using aggregate price index, group level …
Persistent link: https://www.econbiz.de/10010568010