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Modelling the extreme variability of the US Consumer Price Index inflation with a stable non-symmetric distribution

  • Published:2016-12 Issue: Volume:59 Page:271-277
  • ISSN:0264-9993
  • Container-title:Economic Modelling
  • language:en
  • Short-container-title:Economic Modelling

Author:

Chronis George A.

Publisher

Elsevier BV

Subject

Economics and Econometrics

Reference39 articles.

1. Characteristics of inflation in Greece: mean spillover effects among CPI components;Apergis,2011

2. Adaptive ARFIMA models with applications to inflation;Baillie;Econ. Model.,2012

3. Price setting behaviour in Latvia: econometric evidence from CPI micro data;Benkovskis;Econ. Model.,2012

4. Bayesian inference for stable distributions;Buckle;J. Am. Stat. Assoc.,1995

5. A method for simulating stable random variables;Chambers;J. Am. Stat. Assoc.,1976

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