Detecting multiple breaks in long memory the case of U.S. inflation
Uwe Hassler; Barbara Meller
| Year of publication: |
2014
|
|---|---|
| Authors: | Hassler, Uwe ; Meller, Barbara |
| Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 46.2014, 2, p. 653-680
|
| Subject: | Fractional integration | Break in persistence | Unknown break point | Inflation dynamics | Strukturbruch | Structural break | Inflation | USA | United States | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | Kointegration | Cointegration | Geldpolitik | Monetary policy |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010252051