Similar Search Results

Fluctuation tests for a change in persistence

Taylor, Robert - In: Oxford bulletin of economics and statistics 67 (2005) 2, pp. 207-230

Persistent link: https://www.econbiz.de/10002693278

Fluctuation tests for a change in persistence

Taylor, Robert - 2004

Persistent link: https://www.econbiz.de/10002141954

Impulse responses of antipersistent processes

Hassler, Uwe - In: Economics letters 116 (2012) 3, pp. 454-456

Persistent link: https://www.econbiz.de/10009674284

Detecting multiple breaks in long memory : the case of US inflation

Hassler, Uwe; Meller, Barbara - 2011

Multiple structural change tests by Bei and Perron (1998) are applied to the regression by Demetrescu, Kuzin and Hassler (2008) in order to detect breaks in the order of fractional integration. With this instrument we tackle time-varying inflation persistence as an important issue for monetary...

Persistent link: https://www.econbiz.de/10009382958

Detecting multiple breaks in long memory the case of U.S. inflation

Hassler, Uwe; Meller, Barbara - In: Empirical economics : a journal of the Institute for … 46 (2014) 2, pp. 653-680

Persistent link: https://www.econbiz.de/10010252051

Detecting Multiple Breaks in Long Memory : The Case of U.S. inflation

Hassler, Uwe - 2011

Multiple structural change tests by Bai and Perron (1998) are applied to the regression by Demetrescu, Kuzin and Hassler (2008) in order to detect breaks in the order of fractional integration. With this instrument we tackle time varying inflation persistence as an important issue for monetary...

Persistent link: https://www.econbiz.de/10012713880