Gu, Biao; Fu, Liying; Yu, Kehuan - In: International studies of economics 18 (2023) 4, pp. 468-501
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 …