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Is there Really a U...
Is there Really a Unit Root in the Inflation Rate? More Evidence from Panel Data Models
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Basher, Syed A. (författare)
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- Westerlund, Joakim (författare)
- Lund University,Lunds universitet,Nationalekonomiska institutionen,Ekonomihögskolan,Department of Economics,Lund University School of Economics and Management, LUSEM
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(creator_code:org_t)
- Informa UK Limited, 2008
- 2008
- Engelska.
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Ingår i: Applied Economics Letters. - : Informa UK Limited. - 1466-4291 .- 1350-4851. ; 15:3, s. 161-164
- Relaterad länk:
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http://dx.doi.org/10...
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https://mpra.ub.uni-...
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https://lup.lub.lu.s...
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https://doi.org/10.1...
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Abstract
Ämnesord
Stäng
- Time series unit root evidence suggests that inflation is nonstationary. By contrast, when using more powerful panel unit root tests, Culver and Papell (1997) find that inflation is stationary. In this article, we test the robustness of this result by applying a battery of recent panel unit root tests. The results suggest that the stationarity of inflation holds even after controlling for cross-sectional dependence and structural change.
Ämnesord
- SAMHÄLLSVETENSKAP -- Ekonomi och näringsliv -- Nationalekonomi (hsv//swe)
- SOCIAL SCIENCES -- Economics and Business -- Economics (hsv//eng)
Publikations- och innehållstyp
- art (ämneskategori)
- ref (ämneskategori)
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