Estimating inflation persistence by quantile autoregression with quantile-specific unit roots
Year of publication: |
2018
|
---|---|
Authors: | Gaglianone, Wagner Piazza ; Guillén, Osmani Teixeira de Carvalho ; Figueiredo, Francisco Marcos Rodrigues |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 73.2018, p. 407-430
|
Subject: | Inflation | Persistence | Quantile autoregression | Autokorrelation | Autocorrelation | Schätzung | Estimation | Inflationsrate | Inflation rate | Einheitswurzeltest | Unit root test | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis |
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