A note on the evidence of inflation persistence around the world
Author:
Publisher
Springer Science and Business Media LLC
Subject
Economics and Econometrics,Social Sciences (miscellaneous),Mathematics (miscellaneous),Statistics and Probability
Link
http://link.springer.com/content/pdf/10.1007/s00181-017-1403-6.pdf
Reference13 articles.
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2. Banerjee A, Lumsdaine RL, Stock JH (1992) Recursive and sequential tests of the unit-root and trend-break hypotheses: theory and international evidence. J Bus Econ Stat 10(3):271–287
3. Busetti F, Taylor AMR (2004) Tests of stationarity against a change in persistence. J Econom 123:33–66
4. Kejriwal M, Perron P, Zhou J (2013) Wald tests for detecting multiple structural changes in persistence. Econom Theory 29:289–323
5. Kim J (2000) Detection of change in persistence of a linear time series. J Econ 95:97116
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