本研究探討在非零通貨膨脹率時的相對價格變異與通貨膨脹間的影響，使用Choi and Kim (2010) 的分段線性迴歸模型以台灣消費者物價指數進行分析，實證結果顯示通貨膨脹對相對價格變異的影響在通貨膨脹區間小於通貨緊縮區間，此結論與進一步由滾動迴歸模型分析得到的結果相同。 This research investigates the impact of inflation on relative price variability (RPV) around non-zero inflation rate. Employing the piecewise regression model of Choi and Kim (2010) and the consumer price index of Taiwan, the empirical results show the impact of inflation on RPV in inflation regime is smaller than that in deflation regime. And this conclusion can be further supported by the results of rolling regression.
