Detecting multiple breaks in long memory the case of U.S. inflation
Year of publication: |
2014
|
---|---|
Authors: | Hassler, Uwe ; Meller, Barbara |
Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 46.2014, 2, p. 653-680
|
Subject: | Fractional integration | Break in persistence | Unknown break point | Inflation dynamics | USA | United States | Strukturbruch | Structural break | Inflation | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | Inflationsrate | Inflation rate |
-
Oil price shocks and inflation dynamics in Nigeria : sensitivity of unit root to structural breaks
Odionye, Joseph Chukwudi, (2019)
-
The meta-Phillips Curve : modelling U.S. inflation in the presence of regime change
Aristidou, Chrystalleni, (2018)
-
Umit, A. Oznur, (2017)
- More ...
-
Detecting multiple breaks in long memory: The case of US inflation
Hassler, Uwe, (2011)
-
Detecting multiple breaks in long memory : the case of US inflation
Hassler, Uwe, (2011)
-
Detecting Multiple Breaks in Long Memory : The Case of Us Inflation
Hassler, Uwe, (2016)
- More ...