Are inflation rates in OECD countries actually stationary during 2011-2018? Evidence based on Fourier Nonlinear Unit root tests with Break
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More about this item
Keywords
Fourier function; Inflation rates; Nonlinearity; OECD countries; Unit root test;All these keywords.
JEL classification:
- C2 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ETS-2019-05-27 (Econometric Time Series)
- NEP-MON-2019-05-27 (Monetary Economics)
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