Abstract:In this paper, we analyzed inflation persistence in Serbia, both at the aggregate level as well as for the different components of the consumer price index. The analysis was done for the series of prices given on the quarterly basis for the period from 2002q1 to 2013q2. We applied univariate autoregression model (AR) of order p, whereby sum of autoregression coefficients was used as a measure of inflation persistence. In addition, special attention was paid to the problem of structural breaks in the series of … Show more
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