A re-examination of inflation persistence dynamics in OECD countries
This paper introduces a simple and easy to implement procedure to test for changes in persistence. The time-varying parameter that characterizes persistence changes under the alternative hypothesis is approximated by a parsimonious cosine function. The new test is the minimum of a t-statistic comput...
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| Outros Autores: | , |
| Formato: | article |
| Idioma: | eng |
| Publicado em: |
2022
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| Assuntos: | |
| Texto completo: | http://hdl.handle.net/10362/112875 |
| País: | Portugal |
| Oai: | oai:run.unl.pt:10362/112875 |