Relative price variability and inflation: New evidence

Inflation And Relative Price Dispersion: Evidence For Iran

Inflation Forecasting, Relative Price Variability and Skewness

This paper presents out-of-sample inflation forecasting results based on relative price variability and skewness. It is demonstrated that forecasts on long horizons of 1.5-2 years are significantly improved if the forecast equation is augmented with skewness. JEL: E17, E31, C43

Further evidence on the variability of inflation and relative price variability

Using a sample of monthly observations of both a 12-category group and a 203-category group of personal consumption expenditures, we furnish evidence that relative price variability is positively related to both the inflation rate and inflation variability. The relation is robust to oil-price shocks.  2000 Elsevier Science S.A. All rights reserved.

Cross-Sectional Relative Price Variability and Inflation in Turkey: Time Varying Estimation

Abstract This study investigates the empirical validity of the variability hypothesis in Turkey for the period of February 2005-November 2015, by using cross-sectional relative price data and by focusing on the assumptions of linearity and stability. The linearity assumption between the two variables is ensured by estimating quadratic regression equation. The assumption of stability is secur...

inflation and relative price dispersion: evidence for iran