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Contrastes de raíces unitarias, para series mensuales. Una aplicación al IPC

This working paper details unit root tests for monthly series, with the possibility of the stationary part having been generated by an ARMA process. The paper is complemented by an application to the four basic stochastic components of the consumer price index. Test evidences that the long-run behaviour of these variables is very different
Year of publication:
1992
Authors: Matea, María de los Llanos
Institutions: Banco de España
Subject: Seasonal unit roots | CPI
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Type of publication: Book / Working Paper
Notes:
Number 9214
Classification: C10 - Econometric and Statistical Methods: General. General ; E31 - Price Level; Inflation; Deflation
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Persistent link: https://www.econbiz.de/10008520561
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