Spurious Persistence and Unit Roots due to Seasonal Differencing: The Case of Inflation Rates
Year of publication: |
2005
|
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Authors: | Hassler, Uwe ; Demetrescu, Matei |
Published in: |
Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik). - Fachbereich Wirtschaftswissenschaften, ISSN 0021-4027. - Vol. 225.2005, 4, p. 413-426
|
Publisher: |
Fachbereich Wirtschaftswissenschaften |
Subject: | Annual growth rates | nonstationarity | Dickey-Fuller test | loss of power |
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