One-sided test for an unknown breakpoint: theory, computation, and application to monetary theory
Year of publication: |
2005
|
---|---|
Authors: | Estrella, Arturo ; Rodrigues, Anthony P. |
Institutions: | Federal Reserve Bank of New York |
Subject: | Time-series analysis | Monetary policy | Inflation (Finance) |
-
Some preliminary evidence on the globalization-inflation nexus
Guilloux, Sophie, (2008)
-
International trade and money wage growth in the 1980s
Vroman, Susan, (1989)
-
Assessing DSGE model nonlinearities
Aruoba, S. Boragan, (2013)
- More ...
-
How stable is the predictive power of the yield curve? : Evidence from Germany and the United States
Estrella, Arturo, (2000)
-
Consistent covariance matrix estimation in probit models with autocorrelated errors
Estrella, Arturo, (1998)
-
How stable is the predictive power of the yield curve? evidence from Germany and the United States
Estrella, Arturo, (2000)
- More ...