Is inflation persistent? Evidence from a time-varying unit root model
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DOI: 10.1016/j.pacfin.2021.101577
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Cited by:
- Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Carlos Poza, 2022.
"Inflation in the G7 countries: persistence and structural breaks,"
Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 46(3), pages 493-506, July.
- Guglielmo Maria Caporale & Luis A. Gil-Alana & Carlos Poza, 2020. "Inflation in the G7 Countries: Persistence and Structural Breaks," CESifo Working Paper Series 8349, CESifo.
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Keywords
Monetary policy; Inflation; Persistency; Structural breaks; Rolling window;All these keywords.
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