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Inflation and higher moments of relative price changes in Sweden

In: Monetary policy in a changing environment

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Author Info
Bengt Assarsson (Sveriges Riksbank)

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This chapter was published in: Bank for International Settlements (ed.) Monetary policy in a changing environment, , pages 383-397, 2003.

This item is provided by Bank for International Settlements in its series BIS Papers chapters with number 19-17.

Handle: RePEc:bis:bisbpc:19-17

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This chapter was published in the following book, which is listed on IDEAS:
Bank for International Settlements, 2003. "Monetary policy in a changing environment," BIS Papers, Bank for International Settlements, number 19, 11. [Downloadable!]
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Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:

  1. Lach, Saul & Tsiddon, Daniel, 1993. "The effects of expected and unexpected inflation on the variability of relative prices," Economics Letters, Elsevier, vol. 41(1), pages 53-56. [Downloadable!] (restricted)
  2. Assarsson, Bengt, 1986. "Inflation and relative-price variability -- A model for an open economy applied to Sweden," Journal of Macroeconomics, Elsevier, vol. 8(4), pages 455-469. [Downloadable!] (restricted)
  3. Mariano Tommasi, 1992. "Inflation and Relative Prices Evidence from Argentina," UCLA Economics Working Papers 661, UCLA Department of Economics. [Downloadable!]
  4. Jurkovic, Lidija, 1989. "Inflation and relative price variability in Yugoslavia," Economics Letters, Elsevier, vol. 29(2), pages 135-139. [Downloadable!] (restricted)
  5. Blejer, Mario I & Leiderman, Leonardo, 1980. "On the Real Effects of Inflation and Relative-Price Variability: Some Empirical Evidence," The Review of Economics and Statistics, MIT Press, vol. 62(4), pages 539-44, November. [Downloadable!] (restricted)
  6. Cukierman, Alex & Wachtel, Paul, 1979. "Differential Inflationary Expectations and the Variability of the Rate of Inflation: Theory and Evidence," American Economic Review, American Economic Association, vol. 69(4), pages 595-609, September. [Downloadable!] (restricted)
  7. Goel, Rajeev K & Ram, Rati, 1993. "Inflation and Relative-Price Variability: The Effect of Commodity Aggregation," Applied Economics, Taylor and Francis Journals, vol. 25(5), pages 703-09, May.
  8. Sheshinski, Eytan & Weiss, Yoram, 1977. "Inflation and Costs of Price Adjustment," Review of Economic Studies, Blackwell Publishing, vol. 44(2), pages 287-303, June. [Downloadable!] (restricted)
  9. Parks, Richard W, 1978. "Inflation and Relative Price Variability," Journal of Political Economy, University of Chicago Press, vol. 86(1), pages 79-95, February. [Downloadable!] (restricted)
  10. Cukierman, Alex, 1983. "Relative price variability and inflation: A survey and further results," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 19(1), pages 103-157, January. [Downloadable!] (restricted)
  11. Blejer, Mario I. & Leiderman, Leonardo, 1982. "Inflation and relative-price variability in the open economy," European Economic Review, Elsevier, vol. 18(2), pages 387-402. [Downloadable!] (restricted)
  12. Ram, Rati, 1988. "Inflation and relative-price variability : Effect of temporal aggregation," Economics Letters, Elsevier, vol. 28(2), pages 141-146. [Downloadable!] (restricted)
  13. Lucas, Robert Jr., 1972. "Expectations and the neutrality of money," Journal of Economic Theory, Elsevier, vol. 4(2), pages 103-124, April. [Downloadable!] (restricted)
  14. Haubrich, Joseph G, 1993. "Contracting Costs, Inflation, and Relative Price Variability: Comment," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 25(3), pages 609-11, August. [Downloadable!] (restricted)
  15. Buck, Andrew J., 1990. "Inflation and price change variability: Some new evidence from old data," Journal of Macroeconomics, Elsevier, vol. 12(3), pages 415-426. [Downloadable!] (restricted)
  16. Smith, Andrew & MacKinnon, Neil J, 1987. "Inflation and Relative Price Variability: The U.K. Experience over the Last 30 Years," Scottish Journal of Political Economy, Scottish Economic Society, vol. 34(2), pages 145-60, May.
  17. Balke, Nathan S. & Wynne, Mark A., 2000. "An equilibrium analysis of relative price changes and aggregate inflation," Journal of Monetary Economics, Elsevier, vol. 45(2), pages 269-292, April. [Downloadable!] (restricted)
    Other versions:
  18. Taylor, John B, 1980. "Aggregate Dynamics and Staggered Contracts," Journal of Political Economy, University of Chicago Press, vol. 88(1), pages 1-23, February. [Downloadable!] (restricted)
  19. Mizon, Grayham E, 1991. " Modelling Relative Price Variability and Aggregate Inflation in the United Kingdom," Scandinavian Journal of Economics, Blackwell Publishing, vol. 93(2), pages 189-211.
  20. Wei, William W. S., 1978. "The effect of temporal aggregation on parameter estimation in distributed lag model," Journal of Econometrics, Elsevier, vol. 8(2), pages 237-246, October. [Downloadable!] (restricted)
  21. Vining, Daniel R, Jr & Elwertowski, Thomas C, 1976. "The Relationship between Relative Prices and the General Price Level," American Economic Review, American Economic Association, vol. 66(4), pages 699-708, September. [Downloadable!] (restricted)
  22. Parsley, David C, 1996. "Inflation and Relative Price Variability in the Short and Long Run: New Evidence from the United States," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 28(3), pages 323-41, August. [Downloadable!] (restricted)
  23. Mark Bils & Peter J. Klenow, 1998. "Using Consumer Theory to Test Competing Business Cycle Models," Journal of Political Economy, University of Chicago Press, vol. 106(2), pages 233-261, April. [Downloadable!] (restricted)
  24. Michael F. Bryan & Stephen G. Cecchetti, 1999. "Inflation And The Distribution Of Price Changes," The Review of Economics and Statistics, MIT Press, vol. 81(2), pages 188-196, May. [Downloadable!] (restricted)
    Other versions:
  25. Corbae, Dean, 1993. "Contracting Costs, Inflation, and Relative Price Variability: Comment," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 25(3), pages 602-08, August. [Downloadable!] (restricted)
  26. Cukierman, Alex, 1979. "The Relationship between Relative Prices and the General Price Level: A Suggested Interpretation," American Economic Review, American Economic Association, vol. 69(3), pages 444-47, June. [Downloadable!] (restricted)
    Other versions:
  27. Roberts, John M, 1995. "New Keynesian Economics and the Phillips Curve," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 27(4), pages 975-84, November. [Downloadable!] (restricted)
  28. Guy Debelle & Owen Lamont, 1996. "Relative Price Variability and Inflation: Evidence from US Cities," NBER Working Papers 5627, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
  29. Glezakos, Constantine & Nugent, Jeffrey B, 1986. "A Confirmation of the Relation between Inflation and Relative Price Variability," Journal of Political Economy, University of Chicago Press, vol. 94(4), pages 895-99, August. [Downloadable!] (restricted)
  30. Tobin, James, 1972. "Inflation and Unemployment," American Economic Review, American Economic Association, vol. 62(1), pages 1-18, March.
  31. Balk, B. M., 1978. "Inflation and its variability : Some comments and the Dutch case," Economics Letters, Elsevier, vol. 1(4), pages 357-360. [Downloadable!] (restricted)
  32. Ram, Rati, 1988. "Relation between inflation and relative-price variability in the United States: Evidence from data for the 1980s," Economics Letters, Elsevier, vol. 27(2), pages 129-132. [Downloadable!] (restricted)
  33. Michael Aarstol, 1999. "Inflation, Inflation Uncertainty, and Relative Price Variability," Southern Economic Journal, Southern Economic Association, vol. 66(2), pages 414-423, October.
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