Estimating inflation persistence by quantile autoregression with quantile-specific unit roots
Wagner Piazza Gaglianone, Osmani Teixeira de Carvalho Guillén, Francisco Marcos Rodrigues Figueiredo
| Year of publication: |
2018
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|---|---|
| Authors: | Gaglianone, Wagner Piazza ; Guillén, Osmani Teixeira de Carvalho ; Figueiredo, Francisco Marcos Rodrigues |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 73.2018, p. 407-430
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| Subject: | Inflation | Persistence | Quantile autoregression | Schätzung | Estimation | Autokorrelation | Autocorrelation | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Einheitswurzeltest | Unit root test | Inflationsrate | Inflation rate | Hysterese | Hysteresis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2018.04.018 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012100499