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ECONOMETRIC MODELS OF REGIONAL CONSUMER PRICE INDICES
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ECONOMETRIC MODELS OF REGIONAL CONSUMER PRICE INDICES
Annotation
PII
S042473880000616-6-1
Publication type
Article
Status
Published
Authors
Alexander Bereznyatzkiy  Boris Brodsky Sergey Aivazian
Edition
Volume 52 Issue 4
Pages
24-46
Abstract
Multivariate econometric models of Russian inflation are proposed in this paper. Consumer price index is used to quantify inflationary processes. Monetary and non-monetary variables are examined in the models. The authors consider foreign exchange rate of the ruble as monetary factor and government regulation of prices for certain goods and services and food market condition as nonmonetary. Special attention is paid to a regional aspect of the problem. The question is whether estimates of parameters of the models are stable and statistically significant at the level of regional consumer price indices. The key result is statistical significance of models for the majority of the regions.
Keywords
consumer price index, inflation, Russian regions, econometric models of price indices
Date of publication
01.10.2016
Number of purchasers
1
Views
999
Readers community rating
0.0 (0 votes)
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