Search Results - subject:"Change in persistence"

A note on change in persistence of U.S. city prices

Belaire-Franch, Jorge - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 26 (2022) 5, pp. 649-653

Persistent link: https://www.econbiz.de/10013554849

Changes in persistence in outlier contaminated time series

Hirsch, Tristan; Rinke, Saskia - 2017

outliers on the performance of ratio-based tests for a change in persistence are investigated. We consider two types of …

Persistent link: https://www.econbiz.de/10011663408

Changes in persistence in outlier contaminated time series

Hirsch, Tristan; Rinke, Saskia - 2017

outliers on the performance of ratio-based tests for a change in persistence are investigated. We consider two types of …

Persistent link: https://www.econbiz.de/10011581507

Essays on nonlinearities in time series : regime switching, outlying observations, and changes in persistence

Rinke, Saskia - 2017

Information criteria, nonlinearity, additive outliers, innovative outliers, change in persistence, outlier detection …

Persistent link: https://www.econbiz.de/10012123316

Likelihood Ratio Test for Change in Persistence

Skrobotov, Anton - Russian Presidential Academy of National Economy and … - 2015

In this paper we propose a likelihood ratio test for a change in persistence of a time series. We consider the null …

Persistent link: https://www.econbiz.de/10011255309

A note on the evidence of inflation persistence around the world

Belaire-Franch, Jorge - In: Empirical economics : a journal of the Institute for … 56 (2019) 5, pp. 1477-1487

Persistent link: https://www.econbiz.de/10012052203

Un análisis de cambio estructural en la persistencia de la inflación en México usando la regresión cuantílica

Acosta, Marco A. - In: El trimestre económico 85 (2018) 337, pp. 169-193

Persistent link: https://www.econbiz.de/10012007437

Monitoring a change in persistence of a long range dependent time series

Heinen, Florian; Willert, Juliane - 2011

We consider the detection of a change in persistence of a long range dependent time series. The usual approach is to … use one-shot tests to detect a change in persistence a posteriori in a historical data set. However, as breaks can occur … at any given time and data arrives steadily it is desirable to detect a change in persistence as soon as possible. We …

Persistent link: https://www.econbiz.de/10010294446

Monitoring a change in persistence of a long range dependent time series

Heinen, Florian; Willert, Juliane - Wirtschaftswissenschaftliche Fakultät, Leibniz … - 2011

Persistent link: https://www.econbiz.de/10009291786

A Note on the Dynamics of Persistence in US Inflation

Noriega Antonio E.; Manuel, Ramos Francia - Banco de México - 2008

Empirical research on the degree and stability of inflation persistence in the US has produced mixed results: some suggest high and unchanged persistence during the last few decades, while others argue in favor of a decline in persistence since the early 1980s. We show that post-WWII US...

Persistent link: https://www.econbiz.de/10004978080