to price changes depend on the frequency of purchase, rather than expenditure share, and that positive price changes loom … larger than similar-sized negative price changes. Prices of goods offered in the same store but not purchased (any more) do … not affect inflation expectations, nor do other dimensions such as the volatility of price changes. Our results provide …

additional amplification mechanism for the macroeconomic effects of energy price changes …

This paper investigates the dynamic interactions of the cross-section distribution of sectoral price changes and the … frequency vector autoregression (VAR). It shows that potential causalities for inflation, relative price variability, relative … price skewness, and output growth can be successfully detected by the MFVAR. The cross-section distribution of sectoral …