A Study of Belgian Inflation, Relative Prices and Nominal Rigidities using New Robust Measures of Skewness and Tail Weight View Full Text


Ontology type: schema:Chapter     


Chapter Info

DATE

2004

AUTHORS

L. Aucremanne , G. Brys , M. Hubert , P. J. Rousseeuw , A. Struyf

ABSTRACT

This paper studies the distribution of Belgian consumer price changes and its interaction with aggregate inflation over the period June 1976-September 2000. Given the fat-tailed nature of this distribution, both classical and robust measures of location, scale, skewness and tail weight are presented. The chronic right skewness of the distribution, revealed by the robust measures, is cointegrated with aggregate inflation, suggesting that it is largely dependent on the inflationary process itself and would disappear at zero inflation. More... »

PAGES

13-25

Book

TITLE

Theory and Applications of Recent Robust Methods

ISBN

978-3-0348-9636-8
978-3-0348-7958-3

Identifiers

URI

http://scigraph.springernature.com/pub.10.1007/978-3-0348-7958-3_2

DOI

http://dx.doi.org/10.1007/978-3-0348-7958-3_2

DIMENSIONS

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