The relationship between inflation and the relative variability of prices has been the subject of careful investigation … smooth transitions in the relative price variability measures within countries and within product groups. When this … inflation commonly found in US city data …

frequency vector autoregression (VAR). It shows that potential causalities for inflation, relative price variability, relative …This paper investigates the dynamic interactions of the cross-section distribution of sectoral price changes and the … price skewness, and output growth can be successfully detected by the MFVAR. The cross-section distribution of sectoral …

) the pass-through from the aggregate price to product-specific prices and, (ii) the effects of aggregate inflation on … the other hand, we find an average positive impact of inflation on relative price variability. Nonetheless, the latter … liberalized prices. This suggests that the channel through which inflation affects relative price variability is its effects on …

implications for inflation. The presence of higher-order moments leads to asymmetric price adjustments in response to shocks … relative price changes and inflation in the short run. Importantly, they find that the tails matter. Full Publication: "https …The objective of Basilio and Cacnio's paper is to examine the link between the distribution of relative price (rp …