Unit roots in the presence of abrupt governmental interventions with an application to Brazilian data
Regina Celia Cati, Marcio G. P. Garcia and Pierre Perron
Year of publication: |
1999
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Authors: | Cati, Regina Celia ; Garcia, Marcio G. P. ; Perron, Pierre |
Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 633941-4. - Vol. 14.1999, 1, p. 27-56
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Subject: | Inflationsrate | Inflation rate | Inflationsbekämpfung | Anti-inflation policy | Geldpolitik | Monetary policy | Wirtschaftspolitik | Economic policy | Schock | Shock | Zeitreihenanalyse | Time series analysis | Brasilien | Brazil | 1974-1993 |
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