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The paper estimates inflation persistence in Greece from 1975 to 2003, a period of high variation in inflation and … coefficient (RC) modelling, are employed to estimate inflation persistence. The empirical results from all the procedures suggest … that inflation persistence was high during the inflationary period and the first six years of the disinflationary period …
Persistent link: https://www.econbiz.de/10011604416
The paper estimates inflation persistence in Greece from 1975 to 2003, a period of high variation in inflation and … coefficient (RC) modelling, and vector autoregressive (VAR) modelling, are employed to estimate inflation persistence. The … empirical results from all the procedures suggest that inflation persistence was high during the inflationary period and the …
Persistent link: https://www.econbiz.de/10005162291
Persistent link: https://www.econbiz.de/10005680777
Persistent link: https://www.econbiz.de/10011780438
Persistent link: https://www.econbiz.de/10010418033
cover pandemics have a change in trend and persistence in growth, and in level and persistence in unemployment. We find that … there is an upward trend in the persistence level of growth across centuries. In particular, shocks originated by pandemics …
Persistent link: https://www.econbiz.de/10012295989
cover pandemics have a change in trend and persistence in growth, and in level and persistence in unemployment. We find that … there is an upward trend in the persistence level of growth across centuries. In particular, shocks originated by pandemics …
Persistent link: https://www.econbiz.de/10012696300
We extend the well established link between structural change and estimated persistence from GARCH to stochastic … squares of the underlying time series, the persistence in volatility implied by the estimated model parameters follows suit …
Persistent link: https://www.econbiz.de/10010287344
Persistent link: https://www.econbiz.de/10010346320
Persistent link: https://www.econbiz.de/10011294577