Economics, Econometrics and Finance
4 years ago

India's CPI not stable, impacting economy and daily life.

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MPRA Paper
Is CPI generated from stationary process? An investigation on unit root hypothesis of India’s CPI
Mohammad Naim Azimi

Paper Summary

The researchers investigated whether India's Consumer Price Index (CPI) is generated from a stationary process. They analyzed daily CPI data from 2003 to 2015 using statistical tests. The results showed that the CPI is not generated from a stationary process at its original level, but it becomes stationary when looking at its first difference.

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