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Is real GDP per capita a stationary process? Smooth transitions, nonlinear trends and unit root testing
Cuestas, Juan; Garratt, Dean - In: Empirical Economics 41 (2011) 3, pp. 555-563
Persistent link: https://www.econbiz.de/10009400113
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Testing for stationarity of inflation in Central and Eastern European Countries
Cuestas, Juan Carlos; Harrison, Barry - Nottingham Trent University, Nottingham Business … - 2008
stationary processes. Our results imply evidence against the persistence hypothesis for them. …
Persistent link: https://www.econbiz.de/10004980077
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Dynamics of real per capita GDP
Neuhoff, Daniel - 2015
estimated impulse response functions are different in shape. The persistence estimates for the US, France, Canada and Italy are … persistence estimates and the appropriate ARMA models. The results for the UK is sensitive to the time period. An analysis of the …
Persistent link: https://www.econbiz.de/10011380697
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Dynamics of real per capita GDP
Neuhoff, Daniel - 2015 - This Version: August 7, 2015
estimated impulse response functions are different in shape. The persistence estimates for the US, France, Canada and Italy are … persistence estimates and the appropriate ARMA models. The results for the UK is sensitive to the time period. An analysis of the …
Persistent link: https://www.econbiz.de/10011309627
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Inflation persistence and asymmetries: evidence for African countries
Cuestas, Juan Carlos; Mourelle, Estefanía - Nottingham Trent University, Nottingham Business … - 2009
In this paper we aim at testing the inflation persistence hypothesis as well as modelling (using logistic smooth … non-persistence of inflation hypothesis for most of the countries. In addition, the estimated models are stable in the …
Persistent link: https://www.econbiz.de/10004980079
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Non-linearities and fractional integration in the US unemployment rate
Caporale, Guglielmo Maria; Gil-Alana, Luis A. - HWWA Institut für Wirtschaftsforschung - 2004
approach, based on the tests of Robinson (1994), introduces fractional integration and nonlinearities simultaneously into the …
Persistent link: https://www.econbiz.de/10010957400
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Non-linearities and fractional integration in the US unemployment rate
Caporale, Guglielmo Maria; Gil-Alana, Luis A. - 2004
approach, based on the tests of Robinson (1994), introduces fractional integration and nonlinearities simultaneously into the …
Persistent link: https://www.econbiz.de/10010295392
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Inflation convergence and divergence within the European Monetary Union
Busetti, Fabio; Forni, Lorenzo; Harvey, Andrew; … - 2006
We study the convergence properties of inflation rates among the countries of the European Monetary Union over the period 1980-2004. Given the Maastricht agreements and the adoption of the single currency, the sample can be naturally split into two parts, before and after the birth of the euro....
Persistent link: https://www.econbiz.de/10011604620
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On the dynamics of inflation persistence around the world
Noriega, Antonio E.; Ramos-Francia, Manuel - 2009
We study the dynamics of inflation persistence in 45 countries for the period 1960-2008. We use a nonparametric unit … root test robust to nonlinearities, error distributions, structural breaks and outliers, many of them typical features of … inflation data, and a test for multiple changes in persistence, which decomposes the sample information between adjacent I(0 …
Persistent link: https://www.econbiz.de/10010322567
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Testing Purchasing Power Parity in Transition Countries: Evidence from Structural Breaks
Acaravci, Ali; Ozturk, Ilhan - In: Amfiteatru Economic Journal 12 (2010) 27, pp. 190-198
This study examines the validity of the purchasing power parity (PPP) in 8 transition countries for monthly data from 1992:1 to 2009:1. While results from both the ADF unit root and the KPSS unit root test indicate that PPP does not hold for Bulgaria, Croatia, Czech Republic, Hungary, Macedonia...
Persistent link: https://www.econbiz.de/10011724717