Is inflation persistent? : evidence from a time-varying unit root model
Year of publication: |
2021
|
---|---|
Authors: | Devpura, Neluka ; Sharma, Susan Sunila ; Harischandra, P. K. G. ; Pathberiya, Lasitha R. C. |
Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 68.2021, p. 1-17
|
Subject: | Inflation | Monetary policy | Persistency | Rolling window | Structural breaks | Geldpolitik | Strukturbruch | Structural break | Zeitreihenanalyse | Time series analysis | Einheitswurzeltest | Unit root test | Inflationsrate | Inflation rate |
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