Inflation Persistence Before and After Inflation Targeting: A Fractional Integration Approach
Author:
Publisher
Springer Science and Business Media LLC
Subject
Economics and Econometrics
Link
http://link.springer.com/content/pdf/10.1057/eej.2015.36.pdf
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5. Bai, Jushan, and Pierre Perron. 1998. Estimating and Testing Linear Models with Multiple Structural Changes. Econometrica, 66(1): 47–78.
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