Cati, Regina Celia; Garcia, Marcio G P; Perron, Pierre - In: Journal of Applied Econometrics 14 (1999) 1, pp. 27-56
This paper considers econometric issues related to time-series data that have been subject to abrupt governmental interventions. The motivating example for this study is the Brazilian monthly inflation rate (1974:1-1993:6) which we use throughout for illustration. This series has been heavily...