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Properties of two U.S. inflation measures (1985-2005)

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dc.affiliation.dptoUC3M. Departamento de Estadísticaes
dc.contributor.authorVicente Martínez, Eva
dc.date.accessioned2006-12-29T13:10:26Z
dc.date.available2006-12-29T13:10:26Z
dc.date.issued2006-12
dc.description.abstractAnalyses are presented of 84 quarterly observations 1/85-4/05 on two U.S. index numbers of nominal prices often employed to measure inflation. Analyses are designed to answer two key questions of interest to macroeconomists. Is inflation stationary (I(0)) or stochastically non-stationary (I(1))? If it is I(1), is it scalar or multivariate? Both measures of inflation are found clearly to be I(1) and, for these measures, inflation is found clearly to be scalar. The paper also illustrates univariate analysis procedures (and report standards) considered to be more effective and convincing than those found in the existing literature on inflation measures.
dc.format.extent763052 bytes
dc.format.mimetypeapplication/pdf
dc.identifier.repecws066818
dc.identifier.urihttps://hdl.handle.net/10016/504
dc.language.isoeng
dc.language.isoeng
dc.relation.ispartofseriesUC3M Working Papers. Statistics and Econometrics
dc.relation.ispartofseries2006-18
dc.rights.accessRightsopen access
dc.subject.ecienciaEstadística
dc.titleProperties of two U.S. inflation measures (1985-2005)
dc.typeworking paper*
dspace.entity.typePublication
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