Is there a unit root in the inflation rate? Evidence from sequential break and panel data models

Journal of Applied Econometrics

Volumn 12, Issue 4, 1997, Pages 435-444

  Culver, Sarah E ^a   Papell, David H ^b  

^a UNIVERSITY OF ALABAMA AT BIRMINGHAM   (United States)

^b UNIVERSITY OF HOUSTON   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0031494132     PISSN: 08837252     EISSN: None     Source Type: Journal    
DOI: 10.1002/(SICI)1099-1255(199707)12:4<435::AID-JAE430>3.0.CO;2-1     Document Type: Article

References (6)

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2. Baillie, R. T., C. F. Chung and M. A. Tieslau (1996), 'Analyzing inflation by the fractionally integrated ARFIMA-GARCH model', Journal of Applied Econometrics, 11, 23-40.
3. Baillie, R. and R. Pecchenino (1991), The search for equilibrium relationships in international finance: the case of the monetary model', Journal of International Money and Finance, 10, 582-93.
4. Taylor, J. (1979), 'Staggered wage setting in a macro model', American Economic Review, 69, No. 2, 108-13.
5. Taylor, J. (1985), 'What would nominal GNP targeting do to the business cycle?' Carnegie-Rochester Conference Series on Public Policy, 22, 61-84.
6. Zivot, E. and D. W. K. Andrews (1992), 'Further evidence on the Great Crash, the oil price shock, and the unit root hypothesis', Journal of Business and Economic Statistics, 10, 251-70.