On the Asymmetric U-Shaped Relationship between Inflation, Inflation Uncertainty, and Relative Price Skewness in the UK
Author:
Funder
ESRC
Publisher
Wiley
Subject
Economics and Econometrics,Finance,Accounting
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/jmcb.12058/fullpdf
Reference28 articles.
1. Aucremanne , Luc Guy Brys Peter J. Rousseeuw Anya Struyf Mia Hubert 2003 Inflation, Relative Prices and Nominal Rigidities
2. An Equilibrium Analysis of Relative Price Changes and Aggregate Inflation;Balke;Journal of Monetary Economics,2000
3. Relative-Price Changes as Aggregate Supply Shocks;Ball;Quarterly Journal of Economics,1995
4. Becker , Sascha S. Dieter Nautz 2010 Inflation, Price Dispersion and Market Integration through the Lens of a Monetary Search Model
5. Autoregressive Conditional Kurtosis;Brooks;Journal of Financial Econometrics,2005
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