Nonlinear impact of inflation on relative price variability

Mustafa Caglayan; Alpay Filiztekin

doi:10.1016/S0165-1765(02)00302-6

Nonlinear impact of inflation on relative price variability

Mustafa Caglayan^*, Alpay Filiztekin

^*Corresponding author for this work

Research output: Contribution to journal › Article › peer-review

26 Citations (Scopus)

Abstract

Using a half-a-century long disaggregated price data for 22 food products collected from 19 cities, we show that the association between inflation and price variability is nonlinear with respect to changes in inflation rate. We obtain similar results for expected and unexpected inflation.

Original language	English
Pages (from-to)	213-218
Number of pages	6
Journal	Economics Letters
Volume	79
Issue number	2
DOIs	https://doi.org/10.1016/S0165-1765(02)00302-6
Publication status	Published - May 2003

Keywords

Inflation
Nonlinearity
Panel data
Price variability

ASJC Scopus subject areas

Finance
Economics and Econometrics

Access to Document

10.1016/S0165-1765(02)00302-6

Cite this

@article{21470be22e254fe7a47f8137b8a72ff6,

title = "Nonlinear impact of inflation on relative price variability",

abstract = "Using a half-a-century long disaggregated price data for 22 food products collected from 19 cities, we show that the association between inflation and price variability is nonlinear with respect to changes in inflation rate. We obtain similar results for expected and unexpected inflation.",

keywords = "Inflation, Nonlinearity, Panel data, Price variability",

author = "Mustafa Caglayan and Alpay Filiztekin",

year = "2003",

month = may,

doi = "10.1016/S0165-1765(02)00302-6",

language = "English",

volume = "79",

pages = "213--218",

journal = "Economics Letters",

issn = "0165-1765",

publisher = "Elsevier B.V.",

number = "2",

}

TY - JOUR

T1 - Nonlinear impact of inflation on relative price variability

AU - Caglayan, Mustafa

AU - Filiztekin, Alpay

PY - 2003/5

Y1 - 2003/5

N2 - Using a half-a-century long disaggregated price data for 22 food products collected from 19 cities, we show that the association between inflation and price variability is nonlinear with respect to changes in inflation rate. We obtain similar results for expected and unexpected inflation.

AB - Using a half-a-century long disaggregated price data for 22 food products collected from 19 cities, we show that the association between inflation and price variability is nonlinear with respect to changes in inflation rate. We obtain similar results for expected and unexpected inflation.

KW - Inflation

KW - Nonlinearity

KW - Panel data

KW - Price variability

UR - https://www.scopus.com/pages/publications/0037401677

U2 - 10.1016/S0165-1765(02)00302-6

DO - 10.1016/S0165-1765(02)00302-6

M3 - Article

AN - SCOPUS:0037401677

SN - 0165-1765

VL - 79

SP - 213

EP - 218

JO - Economics Letters

JF - Economics Letters

IS - 2

ER -

Nonlinear impact of inflation on relative price variability

Abstract

Keywords

ASJC Scopus subject areas

Access to Document

Other files and links

Fingerprint

Cite this