Mean reversion of inflation rates in seven Eastern European countries : an application of a fourier quantile unit root test
Deng-Kui Si and Xiao-Lin Li
| Year of publication: |
March 2018
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|---|---|
| Authors: | Si, Dengkui ; Li, Xiao-Lin |
| Published in: |
The journal of international trade & economic development. - London : Routledge, ISSN 0963-8199, ZDB-ID 913003-2. - Vol. 27.2018, 1/2, p. 145-167
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| Subject: | Inflation | quantile unit root test | structural change | Fourier function | Einheitswurzeltest | Unit root test | Inflationsrate | Inflation rate | Mean Reversion | Mean reversion | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Strukturbruch | Structural break | Stochastischer Prozess | Stochastic process |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/09638199.2017.1350200 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011807052