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Uncovering changing relations in financial and monetary economics
Meller, Barbara - 2009
Persistent link: https://www.econbiz.de/10003909765
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Detecting multiple breaks in long memory : the case of US inflation
Hassler, Uwe; Meller, Barbara - 2011
Multiple structural change tests by Bei and Perron (1998) are applied to the regression by Demetrescu, Kuzin and Hassler (2008) in order to detect breaks in the order of fractional integration. With this instrument we tackle time-varying inflation persistence as an important issue for monetary...
Persistent link: https://www.econbiz.de/10009382958
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Detecting multiple breaks in long memory the case of U.S. inflation
Hassler, Uwe; Meller, Barbara - In: Empirical economics : a journal of the Institute for … 46 (2014) 2, pp. 653-680
Persistent link: https://www.econbiz.de/10010252051
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Detecting Multiple Breaks in Long Memory : The Case of Us Inflation
Hassler, Uwe - 2016
Multiple structural change tests by Bei and Perron (1998) are applied to the regression by Demetrescu, Kuzin and Hassler (2008) in order to detect breaks in the order of fractional integration. With this instrument we tackle time-varying inflation persistence as an important issue for monetary...
Persistent link: https://www.econbiz.de/10012991011
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Detecting Multiple Breaks in Long Memory : The Case of U.S. inflation
Hassler, Uwe - 2011
Multiple structural change tests by Bai and Perron (1998) are applied to the regression by Demetrescu, Kuzin and Hassler (2008) in order to detect breaks in the order of fractional integration. With this instrument we tackle time varying inflation persistence as an important issue for monetary...
Persistent link: https://www.econbiz.de/10012713880