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Cyclic Dynamics Of Inflation: Empirical Analysis

Author

Listed:
  • Alexander Protasov

    (St. Petersburg State University)

  • Tatyana Kotcofana

    (St. Petersburg State University)

  • Polina Stazhkova

    (St. Petersburg State University)

Abstract

The paper is dedicated to the study of nonlinear dynamics of inflation. We hypothesize that in the second half of the twentieth century, inflation cycles replaced the pre-existing inflation-deflation cycles. This hypothesis is based on the study of data about price levels in various countries of the world for the period of 1950 to 2016. The paper shows some results of a spectral analysis that was applied to the dynamic series of prices. The results of the spectral analysis confirmed the hypothesis about the existence of inflation cycles.

Suggested Citation

  • Alexander Protasov & Tatyana Kotcofana & Polina Stazhkova, 2017. "Cyclic Dynamics Of Inflation: Empirical Analysis," CBU International Conference Proceedings, ISE Research Institute, vol. 5(0), pages 396-400, September.
    • Handle: RePEc:aad:iseicj:v:5:y:2017:i:0:p:396-400
    DOI: 10.12955/cbup.v5.956
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    More about this item

    Keywords

    inflationcycles; spectral analysis; spectral density function;
    All these keywords.

    JEL classification:

    • C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
    • E31 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Price Level; Inflation; Deflation

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