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Is inflation persistent? Evidence from a time-varying unit root model

journal contribution

posted on 2021-09-01, 00:00 authored by Neluka Devpura, Susan SharmaSusan Sharma, P K G Harischandra, L R C Pathberiya

Is inflation persistent? Evidence from a time-varying unit root model

History

Journal

Pacific Basin Finance Journal

Volume

68

Article number

101577

Pagination

1 - 17

Publisher

Elsevier

Location

Amsterdam, The Netherlands

Publisher DOI

https://doi.org/10.1016/j.pacfin.2021.101577

ISSN

0927-538X

Language

eng

Publication classification

C1 Refereed article in a scholarly journal; C Journal article

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Keywords

Monetary policy Inflation Persistency Structural breaks Rolling window Social Sciences Business, Finance Business & Economics EURO AREA SERIES BREAK GOLD

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All Rights Reserved

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