Modelling the extreme variability of the US Consumer Price Index inflation with a stable non-symmetric distribution
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DOI: 10.1016/j.econmod.2016.07.012
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Cited by:
- Saghir Pervaiz Ghauri & Rizwan Raheem Ahmed & Jolita Vveinhardt & Dalia Streimikiene, 2017. "Estimation of Relationship between Inflation and Relative Price Variability: Granger Causality and ARDL Modelling Approach," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, vol. 19(44), pages 249-249, February.
- Xiao, Jiang & Wang, Minggang & Tian, Lixin & Zhen, Zaili, 2018. "The measurement of China’s consumer market development based on CPI data," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 490(C), pages 664-680.
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Keywords
Stable distributions; High variability; Consumer Price Index;All these keywords.
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