Cross-sectional inflation asymmetries and core inflation: A comment on Bryan and Cecchetti

Review of Economics and Statistics

Volumn 81, Issue 2, 1999, Pages 199-202

  Verbrugge, Randal J ^a  

^a NONE

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0033444562     PISSN: 00346535     EISSN: None     Source Type: Journal    
DOI: 10.1162/003465399558166     Document Type: Article

References (7)

1. Ball, Laurence, and N. Gregory Mankiw, "Relative-Price Changes as Aggregate Supply Shocks," Quarterly Journal of Economics 110 (February 1995), 161-193.
2. Bryan, Michael F., and Stephen G. Cecchetti, "Inflation and the Distribution of Price Changes," The Review of Economics and Statistics 81 (May 1999), 188-196.
3. Bryan, Michael F., Stephen G. Cecchetti, and Rodney L. Wiggins, II, "Efficient Inflation Estimation," Federal Reserve Bank of Cleveland Working Paper No. 97.07 (1997).
4. Newey, Whitney K., and Kenneth D. West, "A Simple, Positive Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix," Econometrica 55 (May 1987), 703-708.
5. Randles, R., M. Flinger, G. Policello, and D. Wolfe, "An Asymptotically Distribution-Free Test for Symmetry versus Asymmetry," Journal of the American Statistical Association 75 (1980), 168-172.
6. Verbrugge, Randal, "Investigating Cyclical Asymmetries," Studies in Nonlinear Dynamics and Econometrics 2.1 (April 1997), 15-22.
7. _ "Longitudinal Inflation Asymmetries," Manuscript, VPI&SU (1998).