An application of a new seasonal unit root test to inflation

journal contribution

posted on 2011-10-01, 00:00 authored by Paresh Narayan, S Popp

An application of a new seasonal unit root test to inflation

History

Journal

International review of economics and finance

Volume

20

Issue

4

Pagination

707 - 716

Publisher

Elsevier BV

Location

Amsterdam, Netherlands

Publisher DOI

https://doi.org/10.1016/j.iref.2011.01.001

ISSN

1059-0560

eISSN

1873-8036

Language

eng

Publication classification

C1 Refereed article in a scholarly journal

Copyright notice

2011, Elsevier Inc. All rights reserved.

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Keywords

Social Sciences Business, Finance Economics Business & Economics Inflation rates The G7 countries Seasonal unit root tests Structural breaks AUTOREGRESSIVE TIME-SERIES REAL INTEREST-RATE PANEL-DATA MODELS MONETARY-POLICY MEAN SHIFTS GOOD SIZE RATES HYPOTHESIS COINTEGRATION

Licence

All Rights Reserved

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