Using mean reversion as a measure of persistence-Reference-Cited by-同舟云学术

Using mean reversion as a measure of persistence

Published:2010-01 Issue:1 Volume:27 Page:262-273
ISSN:0264-9993
Container-title:Economic Modelling
language:en
Short-container-title:Economic Modelling

Author:

Dias Daniel A.,Marques Carlos Robalo

Publisher

Elsevier BV

Subject

Economics and Econometrics

Reference75 articles.

1. The zero-crossing problem for some nonstationary Gaussian processes;Abrahams;IEEE Transactions on Information Theory,1982

2. A survey of recent progress on level-crossing problems for random processes;Abrahams,1986

3. The Phillips curve, the persistence of inflation and the Lucas critique: evidence from exchange-rate regimes;Alogoskoufis;The American Economic Review,1991

4. Strong rules for detecting the number of breaks in a time series;Altissimo;Journal of Econometrics,2003

5. Inflation persistence and price setting in the Euro Area: a summary of the IPN evidence;Altissimo,2006

Cited by 25 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Inflation dynamics and persistence: The importance of the uncertainty channel;The North American Journal of Economics and Finance;2024-05

2. Euro area inflation in the era of COVID‐19: A permanent or a transitory phenomenon?;The Manchester School;2024-01-03

3. The Return of the World Economy to a High Inflation Regime;International Organisations Research Journal;2023-10-15

4. Decomposing the yield curve with linear regressions and survey information;The Quarterly Review of Economics and Finance;2023-10

5. Modelling persistent stationary processes in continuous time;Economic Modelling;2022-04