Dataset - ZBW Journal Data Archive

Ferre De Graeve
;
Karl Walentin

Refining Stylized Facts from Factor Models of Inflation (replication data)

Factor models of disaggregate inflation indices suggest that sectoral shocks generate the bulk of sectoral inflation variance, but no persistence. Aggregate shocks, by contrast,...

DOI:10.15456/jae.2022321.0724320339
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