Showing 1 - 10 of 26
Persistent link: https://www.econbiz.de/10002598612
Persistent link: https://www.econbiz.de/10009540620
Persistent link: https://www.econbiz.de/10003506363
Persistent link: https://www.econbiz.de/10011947660
Persistent link: https://www.econbiz.de/10012000419
Persistent link: https://www.econbiz.de/10013439403
Persistent link: https://www.econbiz.de/10001513449
Persistent link: https://www.econbiz.de/10001982149
Persistent link: https://www.econbiz.de/10002921941
We document the presence of both small and large price changes in individual price records from the CPI in France and the US. After correcting for measurement error and cross-section heterogeneity, the size-distribution of price changes has a positive excess kurtosis. We propose an analytical...
Persistent link: https://www.econbiz.de/10013052222