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Simple procedures for testing autoregressive versus moving average errors in regression models

McKenzie, Colin; McAleer, Michael; Gill, Len - 1990 - Rev

Persistent link: https://www.econbiz.de/10000799442

Simple procedures for testing autoregressive versus moving average errors in regression models

MacKenzie, Colin R.; McAleer, Michael; Gill, Len - 1990

Persistent link: https://www.econbiz.de/10000129167

On the persistence of prices in Mexico : a fractional integration approach

Ventosa-Santaulària, Daniel; Gómez-Zaldívar, Manuel; … - In: Applied economics 49 (2017) 60, pp. 6014-6023

Persistent link: https://www.econbiz.de/10011845899

Outliers and persistence in threshold autoregressive processes

Ahmad, Yamin; Donayre, Luiggi - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 20 (2016) 1, pp. 37-56

Persistent link: https://www.econbiz.de/10011431114

A study of testing mean reversion in the inflation rate of Iran’s provinces : new evidence using quantile unit root test

Hadizadeh, Arash - In: Iranian economic review : journal of University of Tehran 24 (2020) 2, pp. 371-392

Persistent link: https://www.econbiz.de/10012220856

On the persistence of UK inflation : a long-range dependence approach

Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; Trani, … - In: International journal of finance & economics : IJFE 27 (2022) 1, pp. 439-454

Persistent link: https://www.econbiz.de/10012814596

Inflation persistence before and after inflation targeting : a fractional integration approach

Canarella, Giorgio; Miller, Stephen M. - In: Eastern economic journal 43 (2017) 1, pp. 78-103

Persistent link: https://www.econbiz.de/10012238865

Time-varying persistence in US inflation

Caporin, Massimiliano; Gupta, Rangan - In: Empirical economics : a journal of the Institute for … 53 (2017) 2, pp. 423-439

Persistent link: https://www.econbiz.de/10011988314

On the persistence of UK inflation : a long-range dependence approach

Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; Trani, … - 2018

This paper examines the degree of persistence in UK inflation by applying long-memory methods to historical data that … evolution over time. On the whole, the evidence suggests that the degree of persistence of UK inflation has been relatively … detect any shifts in the degree of persistence, and also run rolling-window and recursive regressions to investigate its …

Persistent link: https://www.econbiz.de/10011815117

The cyclical structure of the UK inflation rate : 1210-2016

Gil-Alaña, Luis A.; Trani, Tommaso - In: Economics letters 181 (2019), pp. 182-185

Persistent link: https://www.econbiz.de/10012121890