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Please use this identifier to cite or link to this item: http://hdl.handle.net/1893/9270
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dc.contributor.authorByrne, Josephen_UK
dc.contributor.authorKontonikas, Alexandrosen_UK
dc.contributor.authorMontagnoli, Albertoen_UK
dc.date.accessioned2012-10-01T09:11:06Z-
dc.date.available2012-10-01T09:11:06Zen_UK
dc.date.issued2010-02en_UK
dc.identifier.urihttp://hdl.handle.net/1893/9270-
dc.description.abstractThis paper contrasts the time-series properties of aggregate and disaggregate UK inflation. While aggregate inflation is found to be non-stationary, unit root rejection frequencies are increasing when we use more disaggregate data. Structural break analysis suggests that structural shifts in monetary policy could alter inflation persistence. Additionally, panel evidence indicates that the unit root hypothesis can be rejected for sectoral inflation rates. Finally, we compare the persistence properties of UK inflation, finding statistically significant differences between aggregate and disaggregate series. Our analysis suggests that aggregation matters, which has important implications for econometric analysis and the conduct of monetary policy.en_UK
dc.language.isoenen_UK
dc.publisherWiley-Blackwellen_UK
dc.relationByrne J, Kontonikas A & Montagnoli A (2010) The time-series properties of UK inflation: evidence from aggregate and disaggregate data. Scottish Journal of Political Economy, 57 (1), pp. 33-47. https://doi.org/10.1111/j.1467-9485.2009.00505.xen_UK
dc.rightsThe publisher does not allow this work to be made publicly available in this Repository. Please use the Request a Copy feature at the foot of the Repository record to request a copy directly from the author. You can only request a copy if you wish to use this work for your own research or private study.en_UK
dc.rights.urihttp://www.rioxx.net/licenses/under-embargo-all-rights-reserveden_UK
dc.titleThe time-series properties of UK inflation: evidence from aggregate and disaggregate dataen_UK
dc.typeJournal Articleen_UK
dc.rights.embargodate2999-12-29en_UK
dc.rights.embargoreason[THE TIME-SERIES PROPERTIES OF UK INFLATION EVIDENCE FROM AGGREGATE AND DISAGGREGATE DATA.pdf] The publisher does not allow this work to be made publicly available in this Repository therefore there is an embargo on the full text of the work.en_UK
dc.identifier.doi10.1111/j.1467-9485.2009.00505.xen_UK
dc.citation.jtitleScottish Journal of Political Economyen_UK
dc.citation.issn1467-9485en_UK
dc.citation.issn0036-9292en_UK
dc.citation.volume57en_UK
dc.citation.issue1en_UK
dc.citation.spage33en_UK
dc.citation.epage47en_UK
dc.citation.publicationstatusPublisheden_UK
dc.citation.peerreviewedRefereeden_UK
dc.type.statusVoR - Version of Recorden_UK
dc.author.emailalberto.montagnoli@stir.ac.uken_UK
dc.contributor.affiliationUniversity of Glasgowen_UK
dc.contributor.affiliationUniversity of Glasgowen_UK
dc.contributor.affiliationEconomicsen_UK
dc.identifier.isiWOS:000273007000002en_UK
dc.identifier.scopusid2-s2.0-73149114358en_UK
dc.identifier.wtid767516en_UK
dcterms.dateAccepted2010-02-28en_UK
dc.date.filedepositdate2012-09-24en_UK
rioxxterms.typeJournal Article/Reviewen_UK
rioxxterms.versionVoRen_UK
local.rioxx.authorByrne, Joseph|en_UK
local.rioxx.authorKontonikas, Alexandros|en_UK
local.rioxx.authorMontagnoli, Alberto|en_UK
local.rioxx.projectInternal Project|University of Stirling|https://isni.org/isni/0000000122484331en_UK
local.rioxx.freetoreaddate2999-12-29en_UK
local.rioxx.licencehttp://www.rioxx.net/licenses/under-embargo-all-rights-reserved||en_UK
local.rioxx.filenameTHE TIME-SERIES PROPERTIES OF UK INFLATION EVIDENCE FROM AGGREGATE AND DISAGGREGATE DATA.pdfen_UK
local.rioxx.filecount1en_UK
local.rioxx.source0036-9292en_UK
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